Wow, I couldn't agree more on your point of view, but i'm from Europe so I guess I don't know shit about the US situation anyway.
Where I'm from, the progressive income taxes range from 39%-59% plus an additional 8% in Labor Market Contribution. Still, I'm confident with paying half of what I earn to the system, just so I can live safe and don't have to witness the amount of poverty and crime that appears in various areas of the US, and at the same time being able to receive medical treatment without having to bring all my financial savings. And yes, still I feel free.
But I guess that this is the typical european socialistic bullshit that'll never find it's way in to the common american materialistic self-perception of "living out the dream", and hence the generalization; pardon me if on totally off the track here.
Michael Moore is a biased moron, but ultimately he couldn't be more right.