ReBeL,
Are you also looking to obtain that country's citizenship?
Personally, I've been researching the net on which countries facilitate citizenship.
As you may well know, Canada (and Quebec if you speak good French) are welcoming people should you seek to work/study. The wait is loooong (minimum 2.5 years just for application process) and for Arab-Muslims (again Sept. 11 factor) I hear it's a bit more difficult, but not impossible.
I'm currently working on the Canada option through an office here in Dubai. I don't know if it will work out, but it's worth the try. You must live there for 3 years, in order to qualify for obtaining citizenship.
Australia 2 years, and New Zealand either 2 or 3.
Most EU countries require you to prove that you have a relative (Greece, Italy, France, Spain, Portugal...all have this law)....so unless you have a grandparent with an exotic-sounding surname, don't think about it

When I get home, I will send u some links in my bookmark list that mention the European countries' laws on obtaining citizenship.
The Gulf countries will welcome you with open arms, and you'll live a relaxed life and make good money...but don't dream of getting a passport (unless you have Leo Messi's skills and want to take Qatar to the next world cup

). Plus the heat, plus increase in cost of living (even in Saudi now)
My brother will be moving to Sweden this summer if he gets accepted to Uni...but isn't sure about working there for 7 years to qualify for citizenship.