Could you give us more details ? How long do you plan on staying (6 months, your life) ? Which are the countries you are considering, which don't you want to live in ? Visa formalities vary from country to country. Usually, you don't need a visa for a stay below 90 days, so that should give you time to initiate your immigration in the new country, find work or a place to study.
Here are a few links for apartment rentals in Europe (have no idea wether they are good or not):
But I think the best is to find out on a search engine the name of the national/local newspaper and look at the classified. You'll find cheaper deals there. There are now newspapers in english in just about every country of the world, so no prob with the languages.