$10,000 won't take you very far - the cost of living here is somewhat higher than many places in the US. You need to be concerned about how you would support yourself here and whether you could even get a visa to live and work here. I have friends here in Italy who own a horse, but they keep their horse at a communal stable with several other horses - a place with land is pretty expensive.
There are a couple of good starting points for this. The websites of the consulates of countries you're interested in usually will have information about the requirements. Expat websites will have information about planning a move, making the move and how to deal with daily life after the move. You can find lot of different ones by doing a simple search for "expat" and the name of the country you're interested in.
Generally, this is not an easy thing to do; you cannot just show up, move in and look for a job. It depends on where you're from, where you want to move and under what conditions you would want to move there. Generally, if you are not European, you would need a visa first & then a residence permit after you arrive for any of the countries here, for example. For Italy, see: http://www.poliziadistato.it/articolo/10…
The site for visas here 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 (the consulate). How easy this might be depends on the type of visa you want: education visas are somewhat easier to get than work visas. You need to be accepted for the entrance exam at an Italian university before you apply or be signed up for another qualified education purpose. There are also elective residence visas which are not so difficult to get. You would need to prove you have adequate resources to live here without working and have a place to live. A work visa is much more difficult especially in the current economic situation.
You cannot apply for the visa from Italy; you need to do that before you arrive. When you get here, you will have to apply for a Permesso di Soggiorno (residence permit) from the authorities. This will have to be renewed annually. For a long term residence permit, you now need to pass an Italian language test. http://www.interno.it/mininterno/export/…
If you want a work visa, the work permit is separate - you cannot apply for that yourself. 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. Right now, the best bet would probably be something in the healthcare field. 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 work visa.
It's useful to check the expat sites for information about living and working here including the mechanics of registering your residence with the anagrafe in your commune, geting a driver's license, getting the residence permit, healthcare, etc:
http://www.expatsinitaly.com/
There is one other possibility that you could consider if you are Canadian. There is a working holiday visa intended for stays of more than 90 days. Information for this visa type is also on the website.
The process is roughly the same for other countries although specific details may vary. A good starting point for Spain is the consulate website: http://www.maec.es/subwebs/Consulados/Lo… . In particular, you would need a visa that allows you to live and work in Spain - there's a link to the information on this page: http://www.maec.es/subwebs/Consulados/Lo… . Note that you will need to have your documentation translated into Spanish and you need a Medical Certificate & Certification of “absence of police records” which must come from the FBI.
As noted above, you can check the consulate websites for various countries for the specific variations for each country.