I would suggest to travel first.. and find a place that you could see yourself living, and then research information on jobs, necessary documentation, work permits etc. I know your thinking travel will be expensive, but it can be done cheaper then you can imagine.. you just have to compromise. You can do volunteer work virtually everywhere for free accommodation and food.. this allows you to 1) Remain in one place/city for a month or more and get a feeling of the lifestyle, people and customs. 2) Save you a lot of money, when i was volunteering i was spending no more then $40-50 US dollars a week.
I am attempting to move abroad.. I have spent the last couple of years travelling and doing research, it's challenging and by no means easy.. but if your determined you can achieve it. I'm not doing it for money, but for the change of lifestyle.. it will involve a couple of years of planning and saving money, which i'm hoping to invest in a business partnership overseas.. but it could also all turn ass up, however.. i'm willing to try. It's easy to remain in your home country of course, but easy isn't always the most satisfying.
You also have to be comfortable with the idea of leaving everything behind.. some people become homesick or miss their family. This is why i suggest travelling first to get a feel for been away for an extended period of time, and also as an opportunity to do first hand research.
I mostly met Expats that were either teaching English or working in the I.T department for international companies; either as translators for marketing and sales or programming.