To move to a new country?

I'm 27 and have worked for the last 5 years as a software developer in the United States. I've mostly enjoyed the experience but can't help but feel that I am wasting the prime years of my youth behind a desk.

I cannot take the luxury of quitting work completely to travel but changing jobs is a definite possibility.

I am considering moving to Europe to work as a developer. Basically finding a development position like my current role but overseas. I feel this will be enough adventure to keep me sane while allowing me to explore new and exciting cultures. My question is the following:

How has moving to a different country affected you? Are you considering gaining citizenship in that country? How did you first go about setting up your move? Did you regret it?

Thanks for the help in a difficult time in my life.