This is why I have lived in Europe half of my adult life, even though I'm US-American. It's also why, while in the US, I never lived in a suburb.

That said, there are about 30-50 or so places I can think of in the US where you can achieve a free, interesting walkable lifestyle that doesn't require you to be a millionaire. So not Manhattan or SF. These are mostly college towns (Boulder, Eugene, Athens, Savannah, San Luis Obispo) or outer areas of larger cities that have a slightly working-class heritage (Long Beach, the Bronx, Ballard, etc). Then there are a few cities that still have affordable and livable urban areas, such as Tuscon (kind of a city), New Orleans, Memphis, Cleveland, Baltimore, Las Vegas (no, not the strip) - though all tend to get more and more expensive.

But even these types of places are surrounded by the kind of strip-mall suburban hell in question. The system is broken.