Well, a Ph.D. is five to eight years of study in any sort of social science / humanities program... so being paid is important! They pay me anywhere from $21,000-$27,000 a year to come here (I go to Cornell University, in upstate New York).
A lot of the best European students come to the US precisely because of the graduate stipends here, and the best professors often end up in the states because the large university endowments allow US schools to be much more competitive in salaries.
As for what are good programs, I have no clue where you could apply to. Penn State is a pretty middle-of-the-pack school. The best social science and humanities programs tend to be in schools with big endowments, simply because most schools treat those programs as prestige programs (meaning they get hit HARD when money gets scarce); historians their ilk produce books and articles, not research grants for the university. This is the big overall ranking that U.S. News and World Report does, although take it with a grain of salt:
http://colleges.usnews.rankingsandreviews.com/best-colleges/national-universities-rankings
Where you apply also depends on your credentials... if you got good stuff, you can get in anywhere. And they pay you to come. Just gotta find the right school, see which profs you want to work with, and roll the dice.