I can still picture every trembling step of my first moments in America. It was the summer of 1987 and I’d taken a train from Toronto to New York. I’d just left school and this was my first big solo adventure. I was almost giddy with excitement.

The train slowly pulled into Grand Central station, very early on a crystal-clear-skied New York morning. I can remember tentatively dragging my little black suitcase through the breathtaking central hall of the station. It was like stepping onto the set of a thousand familiar movies. There was something unique about the place — a discernible energy in the air that you could almost touch. All around me an ethnic kaleidoscope of New Yorkers rushed from destination to destination as though their lives depended on it. It was the “Wall Street” movie era — greed was good and lunch was for wimps. As a visiting teenager, I felt out of place, like the only living boy in New York without a job. It was curious. Fuelled by excitement and disorientation, my first responses to the city were almost an out-of-body experience, floating high above the Big Apple.

I drifted out of the station into the sprawling expanse of the Manhattan jungle. It was a world of huge shadows — the sun blanked out by the sheer enormousness of the Manhattan skyline. I rode the Staten Island ferry, conquered the Empire State Building, roller-skated in Central Park.

It was astonishing, like meeting one of your childhood heroes and finding out that not only did they not disappoint, but they were far, far cooler than you’d ever dared hope. From that moment on I’ve been hooked.

America, wherever I’ve found her, harnesses an excitement that I’ve never found anywhere else.

One of the most common insults thrown at Americans of late is that they are insular, disconnected from the rest of the world, with apparently only 20% of the population in possession of a passport. To us this seems unthinkable. When you travel in America it all makes sense. There’s not that European need to travel “abroad” when it’ll take you a lifetime to discover your own country.

Want to go skiing? Head for the Rockies. City break? You’re spoilt for choice. Beach holiday? Miami, Hawaii anyone? Fancy something exotic? Try Alaska.

To begin with, I, like most visitors, only really flirted with the place — skirting the periphery, visiting all the oh-so cosmopolitan cities around her edges: New York, Miami, New Orleans, Los Angeles, San Francisco. Every one with its own individual character and complicated identity — enough to keep you busy, stimulated and entertained for years.

I first went to Miami by chance. I had to film some American Trigger Happy clips down there and wasn’t really looking forward to it. To me, Florida was all about neon tackiness, Miami Vice and hideous theme parks.

In a way I was right. There is a kind of gloriously confident kitsch to Miami. That’s part of its appeal. This is, after all, the only city in the world where a yellow Ferrari makes sense.

The gorgeous combination of fabulous climate, art-deco architecture and an uber-mellow Cuban-Hispanic influence instantly made it one of my favourite cities in the world. Nothing quite beats sitting on the terrace of the Tides Hotel, mojito in hand, watching a perfectly toned world glide by. One breakfast, I was joined by the rapper Jah Rule and his pet lion: only in Miami, only in America.

People warned me about Los Angeles: “Nobody walks anywhere, it’s not a real city, it’s all so fake, so artificial.” Once again, they were right. It is all those things and you need to embrace them wholeheartedly really to enjoy the place. When the wheels of my plane first touched down at LAX, I got the same weird feeling in the pit of my stomach that I’d had way back in 1987 upon first arriving in New York.

Here I was in Los Angeles: LA, Sunset Strip, Ventura Boulevard, Venice Beach, Hollywood, Beverly Hills, Malibu — such familiar places to me, yet I’d never been before. It was like déjà vu. Of course, in a way, it was: I’d been there through TJ Hooker and CHiPs and a thousand and one other films and TV shows, but the difference was that now I’d actually stepped through the screen. It was weird.