Originally Posted by
BDA shorts
Depending on your qualifications, this isn't hard. A number of countries (I can think of UK, Australia and New Zealand off the top of my head) have a "highly skilled migrant programme" where if you hold certifications in a certain field and meet some other restrictions (including age and income) you can get permission to live/work in those countries without a work permit sponsorship. From what I remember, in Australia you actually get permanent residency on the spot (with a 5-year probationary period to make sure you're actually spending enough time in Australia).
For Australia, depending on the skill in question the process can take many years to come through with the visa. The application process is long, difficult and expensive.