As I have an EU passport, I have no idea how difficult it is to obtain residency in any EU country. However, I immigrated to only one country, America, and even though I actually won my Green Card, it was expensive, and a disaster. I left after 11 years.

When it comes to English speaking countries, I have lived in Scotland, England, Ireland, South Africa, and America. My experience is that while it's pleasant living in a non-English speaking country for a few months, it's hell to actually live there.