I’d recommend taking the Expatsi Test at expatsi.com. You can select for budget, visa type, preferred climate, terrain, healthcare rankings, and a bunch more features. It’s free and can be taken as many times as you like.

Once you get your results, check out the country guides for each of them and see what strikes your fancy.

That’s a pretty impressive roster. As for cost comparisons between cities/countries, have you tried Expatistan?