Could you guys tell me why you think your salary is low? I don't quite get it how you can compare expensive living areas to no so expensive ones.
In Europe compared to US you have many preferences where you don't have to pay from your own pocket for: medicine, vacation time, retirement, education, social security and so on. Real estate price is also mush higher in expensive areas. Taxes are higher but you have all those nice benefits.
/me cries with 35k in Center Italy (Rome)