Whether you call yourself an immigrant seeking to establish a new permanent life in a country or an expat temporarily living away from home or you cannot make up your mind, there are lots of us around the globe as the article "Migration strains rich and poor" from the BBC shows.
The UK leads the pack amongst OECD countries with no less than 3.2 million citizens living abroad, a good number having headed to warmer retirement in Spain. Australia is a popular destination too (and I hear about it a lot here in Scotland), perhaps partly accounting for its world leading 22% of the population which is foreign born. The UK is an immigration magnet as well, with some 8% of the population foreign-born ... though I'm not sure how recent or accurate those numbers might be since that would put the absolute number around 5 million (8% x 61 million) and there has been a huge influx of folks from new EU countries, especially Poland, which one estimate says has 1.5 million citizens in the UK.
Canada, as usual, cannot decide whether it is coming or going. It has a large number of expats - around 1 million (of which I would guess the vast majority are in the USA) - combined with a high proportion of the population (looks like 18-19% on the BBC graph) being immigrants. The 1 million Canadian expats represents about 3% of the population. It is astounding that expat Canadians outnumber US expats, since the US has a population about 10 times that of Canada - 300 million vs 33 million as of 2007.