don't know how it is now, but years ago when i looked into austrailia it was pretty tough to move there. you had to have a guaranteed job lined up, and then that job had to have gone through a process between the employer and the gov. to ensure that it was'nt highly probable that an existing aussie citizen could fill it. they had pretty strict stuff in place to ensure that their existing citizens were'nt disadvantaged job wise by immigrants (even if they were'nt going to apply for citizenship and only planned to stay up to a few years).
most countries have set criteria on how long you can visit and and be considered a 'tourist', then there are additional time limits on how long you can be there under 'student' status (and i believe you have to prove up front of acceptance into an institution of learning). some countries if you claim that you have funds such that you would be 'self sufficient' and not a draw on the labor market still won't let you do it because they fear you may become a draw on socialized programs (as in those countries with national health plans).
you could do a google search on immigration and the specific country and find their gov. websites.