I have lived in a few countries and am an immigrant to this country (UK). I've enjoyed living here. When I came here there were many opportunities. Public transport that worked was something I hadn't known existed! Now unfortunately, my health is not good and I'm stuck with the lovely NHS. I would go home in a heartbeat if I could but I've a lot of entanglements here which mean that it's difficult to leave and it would be difficult to return to the position I was in before I left. I moved here because London seemed alluring, dynamic, progressive and exotic. Now it's resembling the backwater I came from.
In terms of advice for the OP:
Research, research, research.
Dot your i's and cross your t's. It's wise sometimes to have one parent move initially in order to get things in place for when your family moves. Ensure that you have employment in place and that you have accommodation in place (seems obvious but sometimes you just assume that you'll easily get a job).
You WILL miss home. Maybe not initially, but you will at times. You'll miss a familiar culture, you'll miss being able to make a joke that everyone 'gets'. You'll miss having a circle of friends, you'll miss certain foods, you'll miss feeling 'part' of a community. It can be lonely.
You will also not like calling your Mum up and saying that you've lost your job or that you're unwell or that you want to go home so your conversations can end up trying to put a positive spin on things. You will have grandparents begging for photos of your children. You will try to ensure that everyone back home thinks that you're doing well.
Ensure that you have thought of every expense possible and do up a budget (some taxes are not known about). Long-term healthcare is probably the biggest error I made moving here (I didn't take out private health insurance when I moved here as it wasn't really a 'thing'). I've seen people emigrate to the US (Florida) and have to move back to England as they couldn't afford the health insurance when one of them got sick (they hadn't taken it out when they first moved).
As part of your budget, ensure you include the cost of flights home for you and your family for as many times as you might wish to come home, but also include the cost of an urgent last-minute flight.
Try to mitigate for every scenario. Try to see whether the culture of where you intend moving to is compatible with yours.
Best of luck. If I could get out I would. I'm going to cry now.