I read a great post online a while back. This guy hated everything about the UK. Hated his job, hated the weather, hated walking home at night having to avoid the scary hooded teenagers, hated the tv, hated the politics etc etc and eventually managed to move to Canada, a move that thought would totally change his life for the better!! After a couple of months he realised that he was working the same job over there but with less days holiday a year, the weather was even colder, scary looking people existed on street corners at night there too and the tv was just as awful and concluded that life is miserable everywhere

...but he at least had family and friends in the UK so he moved back after a year.
He put it much better than I did but it kinda sums up my thoughts I guess, assuming we lived in a world where you actually could move wherever you want with no legal/visa issues then I'd only move because there was something about the other country that I really really liked as opposed to something about my own that I really hated.