I agree that in terms of cost, it seems like a no-brainer. I worked with students going abroad for a semester or so, which is of course a different experience. Making friends is not too much of a problem, though in some places it is easier to make friends with other international students than with local students. As long as you live around other students in a dorm or apartment, you will most likely have little trouble getting to know other students.
It is generally true that in other countries, you are expected to be an adult and handle things yourself. Universities offer some services, but you are more likely to have to seek them out yourself, rather than have someone from the staff explain the services and make sure that you use the services that you need. In the end, learning to sort things out yourself (and in a foreign country!) is a good thing to learn to do.
Also, note that these universities do have international student offices whose staff can help you. There attitudes will vary and they will probably expect you to handle more things yourself rather than doing them for you, but it is another valuable resource.
An important difference in many other countries is that students apply for a major and are in that major from the start, often with a fixed set of courses to take each year and a fixed set of classmates. In the U.S. it is generally quite easy to switch majors for the first year or so, and there are many electives and so forth so a student can customize their educational plan. (An exception in the U.S. is engineering.)
Finally, a concern would be the view of employers towards your degree received overseas. The view potential employers in the U.S. have of your overseas diploma and experience will vary. Some will likely be impressed and find the international experience highly valuable, while others will view it negatively, or just not really know what to think about it. Also, some companies in the U.S. recruit heavily at specific universities in the U.S., so you may miss out on some employment opportunities in the beginning. This concern will quickly become a complete non-issue as you gain work experience. It would probably be worthwhile to talk to some people who do hiring in the field(s) you are interested in to see what they would think of an American with a degree from university in the countries you are considering.
Eric Miller, Studied abroad myself and worked in Study Abroad for ten years