I find this video rather interesting :
http://www.youtube.com/watch?v=hrRzyh7HRJ4
The guy who is a PoC with his American mindset basically sees racism in every little thing and at one point even gets told off by that girl with a more European mindset about the N world and whether it's really any better if blacks say it instead of whites.
Basically, if you're a black, you're on average better off in Europe compared to America, especially in former colonial powers like the U.K, France, Belgium etc. where blacks have been present now for centuries.
If you're Asian, you'll have the stupid jokes from time to time but not much racism really. I'd say be it in the US or in Europe Asians are fairly well integrated and are treated equivalently.
Arabs on the other hand, can face racism on a regular basis be it with jobs interviews, when trying to get an apartment, with a bank etc. I'd say Arabs are probably better off in the US. They might struggle if they're Muslims though.
As for the Roms, they're basically at the bottom of the latter and treated horribly. They're seen as dirty filthy thieves who should be sent back where they came from.
, people of colour here also seem to be 100x less sensitive than our American counterparts, y'all do too much sometimes tbh but then again things are probably different there. I've had no problems here (mixed black|white) 
so they discriminate verbally other people's colours, not in their faces (but there are so rare situtations with ignorant idiots) because they've never seen a black or asian person before, and when they do see them, they act like they see Avril Lavigne and start fangirling over the person and asking to take a picture with him/her