Done this twice now and both cases were really bad moves - BUT that being said, I have known people who did it and had amazing life changes because of it and its been great.
I think it is really a case of you never know which turn life will take, but you can make many different opportunities for yourself along the way. A new scenery and place can be a great new opportunity. If things aren't working for you in your current world, doing the same things is unlikely to change it. Creating a new experience is often a great way to get out of a rut plus the experience overseas is a wonderful thing to learn and keep with you.
I can just say for me that I inherited other problems along the way however when I relocated overseas. These included replacing the boring monotony or routine in one place for the boring monotony and routine of another, but with the added problem that I had less friends and contacts and had to start all over again.
My small advice is that a relocation could work if its for a reason, say you are studying abroad or something, because you are going to meet new people and the same people regularly which can mean forging new strong friendships etc. Just packing up and finding a job in a new country or city can actually be very lonely and isolating - especially since for a lot of people their friendships come from their childhood days or the workplace. If your new job doesn't yield a wonderful social life and you dont have your old childhood crew to hang out with, it can be real stretch to make new friends in a new place as an adult. Meetup.com is full of lonely isolated foreigners in new lands desperate for getting a life and feeling empty. Many other foreigners I met abroad confided in me they wanted to go home but were too embarrassed to themselves or their family and friends to admit defeat.
That being said, a lot has to do with luck and some people do manage to find wonderful relationships, friends and experiences. I have also met people who met their partners, friends, whatever overseas and are bursting with life and excitement. Like I say its really about luck I think and probably not that much more. In fact the older I get the more I am starting to learn that despite our dire belief that we control our destiny and get out of life what we put in, I actually believe most things are based on luck and not much more. I know its remarkably unintellectual but I really believe it from experience. Sure if you never give yourself the chance to experience any new opportunities you cant get the luck, but my analogy is like a lottery. If you dont buy tickets you can guarantte you wont win, but whether you do win is only about luick - and the only thing you can control is buying as many tickets as possible to give you as many chances. So to with going abroad. See it like a lottery. You're giving yourself a chance to potentially win something called the things you may be searching for.
Guess the only way to know is to try it for a short while and see what comes of it on the basis that you are only sampling it and if it isn't rigt you can always go back home. If you do though you need to sample it for long enough to give it a good go. Like 12 months at least.
If you dont take chances for new experiences in life you definitely have less chances of getting the things you feel you're missing now! Thats the only thing that can be guaranteed. I hope you find good things man.