What are some options for moving out of the country?

Getting a visa that allows you to live and work somewhere is not easy to do at all. Good starting points include the consulate websites of the countries you're interested in and expat websites (see below).

You can't just pick up, move to another country and look for a job. For example, it would be illegal for you to either live in or work in the countries in Europe (or elsewhere) without obtaining a visa that allows you to live and work here before you come if you aren't from Europe. Right now, the economy is not good in many parts of Europe and there are not many jobs available. The best opportunity is probably in the healthcare field. EU citizens have the right to live and work freely within the EU, others cannot automatically live and work here.

My direct experience is with Italy where I've been living for the past 12 years, but the process is pretty similar for most places. The site for visas here in Italy is: http://www.esteri.it/visti/index_eng.asp . The site has links to the application, the additional information you need to supply in order to get the visa and where to apply. It also includes education visas which are somewhat easier to get than work visas. You can find similar information for other countries on their consulate websites. You can find other consulate websites with a fairly simple search. Note that you'll need to apply to the consulate that has jurisdiction over the state where you live, but you can find the necessary information on any of the consulate websites.

A work permit is separate - you cannot apply for that yourself. The company has to apply and they have to be able to demonstrate that there is not a viable EU candidate for the job. As a result, jobs for foreigners including Canadian or US citizens are pretty much restricted to people with special education, knowledge, or experience ... and you would have to be able to speak the local language. Right now, as noted above, the best bet would probably be something in the healthcare field. When I moved here, it was through a transfer of the job I was already doing in the US to the Italian office. Even so, it took 8 months to put all the paperwork in place to apply for a visa. If you already have a job offer, the company will provide you the information you need for your visa application and take care of things like work permits.

It's useful to check the expat sites for information about living and working in the places you might be interested in:

http://www.expatsinitaly.com/

http://www.escapeartist.com/

http://www.expatica.com/

You can find other sites by searching for "expat" and the name of your target country. These sites will tell you how to register your address, provide information about healthcare, banks, and so forth to ease you into daily life. Your company should also be able to help you with some of the adjustment. When I first arrived in Italy, I expected to be in a hotel for a few weeks while I looked for a place - it actually took two days with the help of other people where I worked.

One thing you need to know as a US expat in Italy is that you will need to file income tax returns in both the US and Italy - that gets to be expensive. The cost of living is higher here to start with.