Here in the U.S., you cannot just say anything that you want without consequences. Hate speech, threats, and bullying are illegal here.
I agree with the rest of what you wrote, but one correction - Of those three, only credible threats actually break the law (with a few temporary state-by-state exceptions for cyberbullying).
Hate speech absolutely does not violate US law. Inciting to violence against them, sometimes (again, if credible); Ranting until you go horse about the evils of Muslims or gays or Canadians, no. You have every right to hate whatever groups you want and talk about it every chance you get - Hell, you can even do it while running for president!
Several states have passed anti-bullying laws, but not federally, and individual state supreme courts (e.g., New York) have already started overturning them as unconstitutional, and only a matter of time until the USSC does the same.