There is a huge difference missed by all the answers here - in the US your employment is generally high risk; i.e. you can be fired at any time and will receive no more than two week's of pay or notice. Whereas in France, employees typicallyoften have 6 to 9 months60 or 90 days of notice period. So the lower French salary can in fact be much more stable.
In Europe your largest costs are likely transportation and food; whereas in NYC or SF your largest costs might be rent and health care. So, be sure total up all the expenses including taxes, and shop in advance for suitable living accommodation. In the USA, you should expect to pay no more than 33% of your net salary on rent. The quality of the apartment you can thus afford (adding up housing costs and transportation costs for each option) will give you an idea whether this will be a comfortable life for you or not.