Don't forget to add your health insurance premiums to your tax rate before comparing. I pay less in Canada than I did in California when you add health care costs. And I and my kids can never lose insurance from a run of bad luck.
Income taxes aren't the only tax. Don't forget sales tax, gas tax, import taxes.
I easily have more disposable income in the US than I did in Canada, even after taking into account insurance costs. Even living in a high-tax US state.