The main things to consider are possessions and relationships.
- What will you do with your possessions? Move them or sell them? - Do you have family? Will you be moving alone?
As for where, this again, depends. Does your citizenship country offer you to have a pool of countries you can choose from without too many problems (i.e. are you from the EU?) What would be your requirements for moving to the country of your dreams? Could you find someone to sponsor your Visa should you need to?