Americans like to think of their country as being based on freedoms and rights, even though you could argue that some countries give their citizens even more freedom than in the US. Some of the specific freedoms in this country are different than you find around the world.
For one, and this is a very American cultural idea, we have the right to own guns without very many restrictions. Most other nations don't understand why this is important to Americans, or why it would need to be in the Constitution. Freedom of religion in the US is extremely well protected, and Koran-burning Pastors notwithstanding, the vast majority of Americans are very religiously tolerant.
We have extensive freedom to travel, without restrictions by the government, requirements for identity or permission papers, and without significant internal border controls. Also, police in the United States have more restrictions on how they can treat citizens, unlike in many other countries.