the tables usually turn when you have a family - then Europe (with the exception of the "let's shut down everything to save money!" states) usually becomes the better choice. Also working in the US ain't as fun as in 2000 when the Euro vs Dollar rate was the other way round ;)
There's a lot of different courses available but unfortunately probably not strictly game art, you might find a game design one but obviously that isn't going to be much fun if you're purely an artist. Remember your degree for your visa app doesn't necessarily need to be relevant to your chosen career. It might be…