@AaronMazel-Gee Diff(R^2) acts on Emb(S^1, R^2) transitively (Schoenflies thm), and thus has the same stabilizer above every point, Diff(R^2,S^1). We get a fiber sequence Diff(R^2, S^1) -> Diff(R^2) -> Emb(S^1, R^2). Diff(R^2, S^1) is equivalent to Diff(R^2, R^2 \ D^2) (cone off towards infinity), which is equivalent to Diff(D^2, S^1), which is contractible (Smale). Diff(R^2) has the homotopy type of O(2) (also a consequence of Smale). Thus Emb(S^1, R^2) has the homotopy type of O(2).
The appropriate generalization in higher dimensions is Emb(S^{n-1}, R^n), but you're going to run into issues from both whether or not there are Schoenflies theorems (there are topological obstructions coming from exotic spheres one dimension up), and then the fact that Diff(D^n, S^{n-1}) is nasty in high dimensions (to my understanding the understanding of this comes from Waldhausen K-theory of spaces)
I don't know much about Emb(S^1, R^n); I think this is a totally different story above n=2. for n=3 of course pi_0 is isomorphism classes of oriented knots, and the homotopy type more generally is completely understood for a fixed connected component I think due to work of Hatcher and Budney. for larger n probably the Goodwillie calculus people understand the story better... pi_0 is easy but presumably higher pi_i are hard.
@TylerLawson what's the story modulo that point, if it's not hard to say?