Cost of living is expensive in Britain, isn't it? When you come to states, you'll see that its significantly cheaper here. Well, I've been in the Eastern States in USA for quite some time (NJ) and id say its defintely cheaper here when it comes to state taxes. If you go to the major urban areas in east coast like in NYC , Boston, Philadelphia, cost of living tend to increase as compaerd to the surburban areas. The west coast (California) is definitely expensive tho. And the public transportation system in LA is just horrible, i would recommend you visit the northern parts of California like Sacramento, San Francisco.
PS. Your avatar. I'm assuming you're a Game of Thrones fanatic as well? LOL.