You can't just up and move to any other country simply because you feel like it. As an American you would require an employment visa, and these are not given to just anybody.
And I have news for you - English is a second language for most Europeans now. But it still means that people who move to those countries learn the first language of that country. That's a given. You would insist that all Mexicans coming to the US learn English, right?
Unless you are highly qualified in a very specific and highly skilled field or are independently wealthy to the extent that you don't need to work and can still contribute to the local economy in taxes etc., then you will NOT be moving to any European country anytime soon.
And before you start griping about how mean everyone is to Americans, I would just like to point out that it is the same thing for any European national hoping to move to the US, they have had to jump through similar hoops, and they've had to do it for a LONG LONGER.
Somewhere in Europe that speaks English? That'll be the UK or the Republic of Ireland, neither of which are on your preferred list.
You have got this all wrong, it's not about where you want to emigrate to, it's all down to which country will have you. What do you have to offer? What education do you have, work experience, skills that will induce a country to give you a visa? We know you have zero language skills.
Just a slight problem here. Because you are not an EU citizen you cannot move to any European country unless you have a job offer. And that will be extremely difficult unless you have skills and qualifications that are in short supply in your chosen country. In order to offer you a job and start the work visa process, the employer must prove that there are no European citizens available to do the job.
What education & job skills/experience do you have? What languages do you speak? You cannot just pick up and move to another country. You can compare the cost of living in potential host companies using sites like http://www.numbeo.com/cost-of-living/
If you are not European, you will have to arrange a visa in order to move there legally. European regulations require employers to advertise jobs and demonstrate that there are no viable European candidates for a job before they can offer a position to a non European. In the best of times non-Europeans have to have specialized skills, education and/or experience that cannot be easily duplicated by European job seekers. You're more likely to get a job that takes advantage of your education and skills than an entry level job; however, it's very difficult. Expecting a job when you don't already speak the local language or expecting employers to go to the time and expense to get you a work permit when that wouldn't be necessary for European candidates is unrealistic.
Right now, the overall unemployment rate in many countries is higher than in the US and is much higher for young people.
My direct experience is with Italy where I lived for 13+ years (working for a Swedish company); other countries in Europe will have similar rules. It's not all that different anywhere else. The site for visas in Italy is: http://www.esteri.it/visti/index_eng.asp . The site has links to the application, the additional information you need to supply in order to get the visa and where to apply. It also includes education visas which are somewhat easier to get than work visas. You can find similar information for other countries on their consulate websites.Visa information on the website of the French Consulate in New York is here: http://www.consulfrance-newyork.org/-Vis... . You can find other consulate websites with a fairly simple search. Note that you'll need to apply to the consulate that has jurisdiction over the state where you live, but you can find the necessary information on any of the consulate websites.
A work permit is separate - you cannot apply for that yourself in many countries. The company has to apply and they have to be able to demonstrate that there is not a viable EU candidate for the job. As a result, jobs for foreigners including Canadian or US citizens are pretty much restricted to people with special education, knowledge, or experience ... and you would have to be able to speak the local language. However, the level of English is high in Scandinavia and most adults speak it very well. You would be able to manage well while learning the language. Right now, as noted above, the best bet would probably be something in the healthcare field which is a fit for you. When I moved here, it was through a transfer of the job I was already doing in the US to the Italian office. Even so, it took 8 months to put all the paperwork in place to apply for a visa. If you already have a job offer, the company will provide you the information you need for your visa application and take care of things like work permits.
It's useful to check the expat sites for information about living and working in the places you might be interested in:
http://www.expatsinitaly.com/
http://www.escapeartist.com/
http://www.expatica.com/
You can find other sites by searching for "expat" and the name of your target country. These sites will tell you how to register your address, provide information about healthcare, banks, and so forth to ease you into daily life.
As an American expat, you need to know that you will have to file income tax returns in the US as well as in a European host country and that gets to be very expensive.
As an non EU citizen it's nearly impossible to move to Europe.
Okay, let me just say that if you do move here, please don't expect us all to speak English with you. Yes, most of us can speak English very well, and most of us will be happy to speak it with you at first, but if you don't make an effort to learn the local language, we will associate you with the stereotypical arrogant American who just wants everyone to only speak English.
That said, one of the other answerers mentioned that you will need a job before you move, and she is right. If you don't have some extremely valuable skills, then you will not be allowed to move here.
Spain... The culture is magnificent and you'll love the people. They are such a great community and you'll never sleep because there's always something to do.
Switzerland maybe
What sort of visa do you have?
