I love to travel, meet other people, experience different cultures, and widen my horizons. For those reasons alone, I'd definitely advocate at least doing a lot of traveling to lots of different countries, and (if possible) trying to live in those countries you like best. That said, I've found that living in other countries does have its down sides. The one that's bothered me most is being treated like a second-class…
In order of feeling accepted:
- Canada
- United States
- Poland
- Romania
Those are the countries where I've spent more than just a few months cumulatively, though I never actually had a permanent residence in the United States (I did have an American "Inc" and spent lots of time there). Even to this day I have more friends abroad than in the country I was born in (and where I live).
And moving back here was a mixed bag, for one the Canadian paperwork took forever (we really felt that Canadian government was taking advantage of us and stringing us along), for another there was serious concern about the quality of the education in the place where we lived.
As long as you think of yourself as an 'expat' rather than as an 'immigrant' you're on the wrong track.