Groupthink is an amazing thing. People believe in something despite evidence to the contrary. This is not limited to the U.S. In the ex-Soviet block system people believed that they have no freedom at all, and if contradicted that they were mad at you.
Having the first-hand experience of both realities, I can say that the overall level of freedom (if there is such a thing) does not vary that much between the US and x-Soviet block. What differs is the distribution of those freedoms. For example, people were free to criticize the ruling class in x-Soviet bloc, and most of them did every time there was a gathering of people. In the U.S. otoh, expressing political views during social gathering is much more restricted by the rules of etiquette. However, it is more likely that a critical opinion is published in US media than in the x-Soviet block media.
Guaranteed employment policies in x-Soviet bloc countries created a considerable freedom of speaking up to one's bosses - and that freedom is severely curtailed in the U.S. Economic security created by welfare state freed a lot of discretionary spending. Many U.S.ers visiting x-Soviet block countries were amazed by people's willingness to spend money on discretionary items - something that only well-off US-ers were though to afford.
Another aspect is free access to physical space - something that is often ignored by pundits. In the x-Soviet block very few spaces were off limits - most land and structures were publicly accessible. This is a sharp contrast to the U.S. where access to most physical spaces is denied - public access is limited to streets and public parks, while most land is off limits to the public.
Freedom from fear - only when I got off the boat in 1981 I discovered that people in x-Soviet block countries lived virtually free of fear - nobody was afraid of falling a victim to a crime, loosing a job, or falling down the social ladder. By contrast, most U.S.-ers seem to live in constant fear of everything, as I had a chance to observe and as Michael Moore aptly pointed out in his film _Bowling for Columbine_.
However, the popular perception of freedom of lack of it has little to do with actual level of discretion that individuals have. Instead, this perception is used to legitimate one's complacency with the social-political status quo. In x-Soviet bloc countries, people did not question the status quo (despite their widely expressed discontent) because they believed that "one could not do anything". In the U.S., otoh, people do not question the status quo (again despite widely expressed discontent with political institutions), because they believe that everyone is free to do what ones want, and if one's situation sucks it is his own fault and laziness. In both cases, the total denial or total affirmation of individual freedom lead to the same end - the justification of one's conformism.
Wojtek