I've been an expat here in Paris for about a year and a half, and in no hurry to leave!
It's true that amidst all the advantages, figuring out your tax liability is one of the most complicated downsides. This year I'm being paid in Switzerland, resident in France, and as a US citizen will have to file there as well - I'm not looking forward to the mess of paperwork.
And in the academic world, there is no salary benefit to working overseas - no hardship packages or cost-of-living adjustments, unless you happen to be French and posted in one of their multitude of overseas departments or territories. Usually in sunny tropical locations...