I'm an American that emigrated to New Zealand about 4 years ago and I might be able to share some insight from my experience. When you're choosing a country to emigrate to there are a lot of different aspects to take in to consideration and if you get hung up on just one, like privacy, civil liberties, language, environment or standard of living you're unlikely to be happy after the mood.
When I meet new immigrants that don't take in to consideration a wide variety of factors in deciding whether or not a country is right for them they inevitably end up disappointed. Emigrating is huge emotional and financial commitment so I'd recommend spending an extended period of time in the country, either on a work visa or studying. On top of that the amount of paperwork to immigrate to any country is crazy unless, even for just a work visa. If you do settle for a long term work visa there's always the unsettling feeling that you can't truly lay down roots in a country which can be stressful.
If you're considering particularly New Zealand (I don't know if you are but we get a large number of poms coming over here) there are some specifics to think of:
-We're small so if you like big cities our biggest is pretty small by most country's standards.
-Internet and technology is expensive here. Our iPhone plans (just as for comparison) on Vodafone are the most expensive in the world
-We are a multicultural society, Maoris, Europeans, Asians and many others call this country home, if you're intolerant you'll have a hard time here
-Wages are lower here and taxes are higher, you get a lot for it, including a good health care system and a no-fault society accident coverage, but you're disposable income will probably be less then what you make for the same work in other countries
-New Zealand is a long ways away from other countries, it's expensive to get anywhere from her
Things are nice here and I love it. I don't regret it at all. If you're interested in learning more about New Zealand immigration check out http://www.emigratenz.org/ and http://www.immigration.govt.nz/
It'd probably also be advisable to speak to an immigration lawyer, but unless you've got the extra cash, you can definitely do all the paperwork on your own.