Migrating to other countries is extremely difficult. The "easiest" is probably getting a job in Europe that will help you get a work visa. If you want to actually become a citizen somewhere else, the easiest way is a country you can prove an ancestry from that counts that as a benefit, or be Jewish and go to Israel.
If you have no connection to another country, you probably need an advanced degree (preferably in an in demand field), a significant savings account balance, and a job offer or proof that you could obtain one fairly quickly. Even then it's not a guarantee. Somewhat ironically, the US is one of the easier places to migrate to.