You cannot just pack your bags and move here. It's not generally easy to move to move to any foreign country especially if you want to work. This is even more true now with the economy world-wide; there are few or no jobs available. Just going to school is somewhat easier assuming you get accepted to a school here, but you still need a visa. The following applies to non-EU citizens who want to work in the EU in general and Italy in particular, for example. Similar rules apply for other countries; check their consulate websites for specific details.
EU citizens have the right to live and work within the EU, but others need a visa to live and work here legally. You can't just decide to relocate and go. The site for visas here in Italy is: http://www.esteri.it/visti/index_eng.asp
. The site has links to the application, the additional information you need to supply in order to get the visa and where to apply. You can find similar information for other countries here on their consulate websites.
The rules in much of the EU have been harmonized and will be similar; there really aren't many easier places. You cannot apply for the visa from Italy; you need to do that before you arrive. When you get here, you will have to apply for a Permesso di Soggiorno (Permission to Stay) from the authorities. With the economy now, jobs are scarce - a lot of companies have a hiring freeze in place. The unemployment rate in Spain is around 20?or example and almost 50?n the 16 to 24 year old age group; it's not that bad here, but still higher than the US.
A work permit is separate - you cannot apply for that yourself. The company has to apply and they have to be able to demonstrate that there is not a viable EU candidate for the job. As a result, jobs for foreigners including Canadian or US citizens are pretty much restricted to people with special education, knowledge, or experience. The medical/healthcare field may have the most demand right now. You will need to know the local language where ever you would move. I'm not aware of anyone who is hiring currently in the city where I live and some business are cutting back on employees.
When I applied for a visa several years ago, the process took about 8 months even though it was just of transfer of the job I was already doing from the US to Italy. Actually getting the visa after the paperwork was in place was pretty quick though (about a week). One option might be to work with an international company that has offices both there and here where you might be able to transfer. You would, of course, need to be able to speak Italian here. Your language skills should play a role in whatever country you consider.
It's useful to check the expat sites for information about living and working here or other places you might be interested in:
There are similar sites specific to just about any country you might be interested in that you can find by searching for "ex pat" or "expat" and the name of the country. Generally, these will have a lot of good information on daily life and negotiating the bureaucracy when you arrive and provide you with useful information you should know before you make the transition. The websites of the consulates of the countries you might be interested in are also a good starting point.
Note that if you are a US expat, you may still need to file income tax returns in the US as well as in your host country; you do here in Italy and that can be quite expensive. You also have to pay a TV tax here annually for the over the air broadcasting - it was 109 euro this year. You should be aware that the cost of living here is higher than in most of the US. My four bedroom home in Colorado and my small one bedroom apartment here cost about the same to maintain even though I don't have air conditioning or land here and there is much less space to heat in the winter. Food prices aren't all that different, but fuel prices here are much higher than in the US.