I would consider myself in the middle when it comes to socialism and I am an American.
1) I would certainly not consider Russia to be very socialist at all anymore. After the fall of communism all of the industry in Russia was divided among 50 or so of the wealthiest families and remains in their hands. Cuba certainly is. UK, Canada, France, Sweden, while Im not an expert, I would consider them certainly more capitalist than Cuba and yea roughly in the same light as the U.S. I understand the health care is much different but it seems to me the countries have much much more in common with the US than different.
2)I havent seen Moore's movie. But I would say we have public libraries because there really is no money in libraries. Any oil tycoon could privatize a nationwide chain library. It wouldnt be illegal but he wouldnt make any money. Also Capitalism does not mean against the good of the people. To me capitalism is a way to ensure each person is fairly rewarded for their contribution to society. The distinction between cap and socialism today is in taxes. Everyone benefits from libraries, the rich too (and probably more so).
Its absurd to consider having a private police force. Private health care is not the same as private police because of specific responsibilities police have. I think you would agree on that.
Why not privatize fire departments? Because its impractical and has a very successful historical precedent already. There is no reason to disrupt the police dept and fire dept that work well now. Perhaps it is time to bring health care under the govt as well but not privatize these depts.
Hope that helped