You would need to consider things your EU government likely provides for you via higher taxes that you are mostly on your own with over here. Medical insurance and retirement contributions are two big ones you can get help with while employed but aren't nearly as good as what I've heard from EU nations.
Then there is the small stuff which here in the US or EU is good but will vary if you're considering areas in Asia or South America:
- Tap water (water from a sink provided by the city) - can you drink it without getting sick?
- Electricity - are there daily or weekly interruptions? for how long?
- Internet - is internet reliable enough to work remotely for 40-50 hours a week?
- Inflation/Economy - are there a lot of "foreigner" fees/taxes you would owe? is the country going thru large inflation swings?