I'm far from knowledgeable about tax stuff, investing, etc., but, from what I've heard repeatedly, the idea is that you should owe money every year, not get it in a return. Why? Because if you are getting a return, that means the government has basically got to use your money for an entire year - without interest and without any penalty - when you could have had that money in hand, invested it, and made money on it yourself.
All that being said, it would still be great to get a really big, fat check from the U.S. government, regardless of what so-called economic and investment theorists say.