Probably easier in Europe, is my guess. Few first-world countries are worse than the US. Note that the EU is not a uniform place, so you need to do a bit of research on which country you want. As noted previously, the Scandinavian countries are good places to start. They all speak English as well, knowledge of the relevant Scandinavian language is not required for basically anything.

I would assume the same is true for Switzerland and The Netherlands. Think twice before going for Germany (a popular choice for many good reasons not including bureaucracy) and don't even consider the southern countries.