I suppose the first thing will be to work out where you want to go. My habit would be to pore over the ins and outs of applying for each of the visas to see which is doable and which is a giant pain lol.
That first hurdle will certainly help narrow down choices and get you focussed on a destination, which will in turn help with budgeting as now you have a destination to research living costs and possible pay rates. Once you have a destination you can also start researching recruiting companies or other job options, this would also be the time to work out if you want to go in a program like working on the Canadian ski fields, etc. Otherwise pick the city that seems to have good job options, buy your ticket and start saving!