As Vector points out, things can and do are very different for each migrant. Things like how you entry to the country, your level of education, of dexterity on the language of the country, contrast in your religioin and the main one whetever you are goin, even your looks and of course your wallet and were are you going to in that country, with a fair share of luck and your drive and desire to integrate make up for completely different experiences and outcomes for each one, not even taking into account the disparity of the nationals of that country.
We also have looked into all this and again Canada came on top, but this is algo generally speaking. Nothing can prevent say, we go there and end up with a neighbour that hates latinos, kids, latino kids or worst, nerd dads that love warhammer!
The fundamentals we found is that while very obvious, entering illegally puts you in a disadvantage but many do it because otherwise they could not be able to do so.
Another mayor point is willing to integrate or at least respect local traditions and laws is vital, for this you need a comprehensive knowledge of the language and local laws, customs and history. However not everyone in every neighborhood, town or region is open to the idea of you moving in, so in some places this migth be harder or take longer or even be impossible for some.
Also you must have a drive to actually work and avoid bringing issues with you like alcoholism and drug dependency because that can really destroy everything you have accomplished. Is better to try to solve this before emigrating or if possible right away after moving. I know most people here are not fan of churches, Im not particularly fond either but in this regard church communities can really help a lot if you are willing to work on it too.
These are some general statements that do not cover everyone migrant or every country but if I go into detail probably will end up writing a damn book about this and Im still to finish the one with my nightmares.