I moved to Canada around 10 years ago, and pretty much everything has already been said by other posters. It took me nearly 2 years to get my residency permit, and that was the easy bit.
I have had alot of fun, but unfortunately there have also been huge great swathes of down time and unemployment, the latest of which started 6 months ago and hasn't shown any sighn of abaiting. I have worked in factories, as a security guard and and even cleaned toilets to finance my 'flying habit'.
If you have a JAA licence, I would recommend staying in europe. I was looking at converting mine over to JAA, but frankly the cost is just too prohibitive,
Good Luck!