It depends on your originating country. If you are from a Commonwealth country or from the EU, for example, you would be able to easily immigrate to the UK or most other EU countries and vice versa because they have more lenient guidelines for obtaining a right to stay due to their political and historical ties. An American would have an easier time moving to Canada.
A country like Canada or even Puerto Rico would be the easiest for an American to immigrate to because they have strong ties to one another. You may be able to immigrate to European countries with some ease, but most European countries, like Germany and Spain have very strict laws on immigration - especially during these tough economic times. Many countries are now placing a cap per year on the number of immigrants they let in each year based on their qualifications and so many people must rely on other things such as school or marriage to get into another country.