I studied in NZ for 2 years for my master's degree.

U already got some suggestions from secondlife about sweden, I will give u some info about NZ.

Student life in NZ is quite cool. U will thoroughly enjoy it if u have some funding/ scholarship. If you dont, it is kind a difficult. Schooling is not free in NZ as in Sweden. You need to work very hard if you want to sustain in NZ without funding. Jobs are OK, but not great. Resturants, Take-aways, video stores, small companies, libraries are the places where nepali work during their study. Life after studies may be difficult if you dont get a job. If you can get a decent job there, then it is quite cool. You can get a PR immediately and get settled. Unlike other countries, NZ runs at a slow pace (except for auckland). So life is slow and relaxing. If u are looking for these things you can definitely try NZ.

But if u dream big, NZ is not a place for u.Go to the US.  

I had some swedish frens who also thought life was kind a peaceful at NZ.

I think Sweden has more jobs than NZ  for sure. But its quite dark and gloomy all around the year.

So, pida ji, it depends on your purpose.

Hope it helps.