I'm always amazed at how many people from my home country (US) I talk to who say, "oh I can't afford to go there". For less than $1500, usually, you can go to the opposite side of the world. And quite often, the living expense is lower than where you came from.
The biggest challenge most people have is that they have a lot of financial and physical anchors - stuff, a house+mortgage, car(s), etc. But I can say from my experience living both types of life that a life of a small amount of stuff and near total freedom to roam is fantastic.
It's a big world, and it's a shame to go through life without really experiencing much of it.
Naturally there is an adjustment period in a new region, but if approached with an open mind an a bit of patience, it can surprise you and become your favorite place to be (and way of life to live).
All that said, it's important to realize that what we may see in movies is typically very carefully framed. Bali is great, but depending on where you are you might experience peace and tranquility or crazy frat party atmosphere. And "The Beach" in Thailand is idyllic - if you are shooting a movie and you can get the place to yourself. Otherwise you need to travel around to find the nice (also beautiful) quiet beaches. Any movie you've seen about Amsterdam may be true, but it too has quite varying character depending on where you go, whom you're with, and what you're seeking.
Korea, Japan, and Taiwan are high on my list to try next.