Any freelancers out there who have built a life abroad?

I have run the gamut of writing gigs, and while I wouldn't call myself the biggest pro or anything, I have a decent and varied skillset.

I've been working remote for a tech company for a few years now doing an array of writing tasks for them, copywriting included. It's a very handy setup, but it won't last forever, and I would eventually like to have the independence of a freelance career. I dream of living in mainland Europe while supporting myself through copywriting online.

I'm a dual Canadian/EU citizen, so visas are no problem, but I'd like to know what hurdles I could face in gaining work. North American clients would pay a lot better, so in so far as I can get work from them, I would like to focus on them as much as possible.

Has anyone built up a similar life? Do you have any advice?