I find this topic very interesting and have been thinking about it for a few years now since I'm now allowed to get British citizenship. A few other things which might be important:
- The government and future possibility of US tax arrangements being implemented;
- How war prone the country is because one might be under the obligation to be sent to a war theatre being a citizen (not sure about this, just me thinking out loud).
Many nation-states impose not only conscription in wartime, but also universal conscription in peacetime for males of certain age. Some citizenships (e.g. Switzerland or Israel) would thus come with some pretty significant strings attached, buyer beware.
Any other bits?