Think carefully about what you want re climate, culture and language.
If you go somewhere where you don't speak the language, everyone will be fine for a few months, but after that, you'll be considered rude to have not done so. How obvious people make it will depend - in the UK we do it by being perfectly polite :-)
DO pay attention to paperwork re working and taxes, and if you buy property, in many countries it's worth talking to several lawyers and getting all the paperwork verified by a different lawyer as soon as you think you own it. Be aware that in many countries you will not be able to buy property.
