By your definition of socialism --- "the government controls everything
" (emphasis mine), your question is unanswerable. There isn't a country in world history where the government has literally controlled everything --- not even Stalin's Russia.
But if we accept Stalin's Russia as an approximation of socialism as you define it, the answer is clear: Lots of people emigrated from Stalin's Russia into capitalist countries or died trying. By comparison, only a negligible number of people emigrated from capitalist countries to Stalinist Russia. It seems that people who have a choice strongly tend to prefer capitalism.
Of course, as Setanta pointed out, we needn't accept your definition of socialism. Plenty of politicians who would be labelled "liberal" in America and "social-democratic" in Europe --- Tony Blair for example --- have called themselves socialists at one point or another. Between these moderate socialists and the capitalistic USA Ron Paul wants, the choice is mostly a matter of taste.