Countries: I almost did... I wanted to give a shot to living in the US, so I got myself hired by an international company (in my home country) and requested a transfer after 18 months. I was told that I had to wait at least two more years, so I decided to just go to the US on a tourist visa and see if I could find a job there (a long shot, but I could afford it).
However, when they realized I was ready to resign, my company gave me the transfer I wanted instead. Apparently they were queen on keeping me then. A good thing too, as US work visa are hard to get for the type of work I did.
Was it worth it? Totally. I did it in a fairly mustachian way by selling everything I owned that did not fit into a regular baggage allowance before boarding my plane, rooming with other people at first, and afterwards only re-purchasing things when not owning them became a nuisance. For lodgings: I knew someone on a co-renting situation, and I took over his spot upon arrival. That had been planned long before I had a job.
States: did move without a job from the East coast to the Midwest. It was hard at first, as I couldn't immediately find a job, and had a difficult time meeting people or relating to them. Cost money upfront, but had that saved. I started volunteering, worked from home on building my own freelance business, and asked local people in my profession for informational interviews. Took about 9-12 months to get settled, but then it was a good life. Not a life for me, but I got some opportunities I would never had had anywhere else, so it was worth it.
Resources or tips would really depend on wherefrom/whereto you want to move, and what exactly you'd like tips about...