depends on hundreds of factors, like your age, education, wealth, marital status, personality (different things are more important to different people), etc.
it could be that your problem is not USA vs NEPAL, but rather you don't know what you want from life. you came to USA because you didn't like it in Nepal in the first place. Now you don't like it here, so you want to go back to Nepal. what if you don't like it there too ? where will you go then ? to a third country ?
so first try to identify the problem ? why don't you like it here (if you share the problem, sajha community might be able to help) ? when you move back to Nepal, will that problem be solved ? after you move back to Nepal, what do you plan to do for a living ? if you can answer all these questions, then go ahead.
as everybody said, the best option is to go back for a few months and then decide.