if I could afford emigration, I would have done it already, but I'll set up a kickstarter if you want to help me out.
The costs for emigration, if you go the education route, should just be travel and living expenses. Since you seem to be able to afford your living and have time and can afford entertainment, then I expect if you really desired to emigrate you could accomplish it.
Here's one guide, that, while focused on African emigration to a free education country, should apply just as well to a US citizen.
Here's a site entirely devoted to living and working where you want to live and work, rather than accepting the default of staying where you were born:
http://www.expatica.com/
And, honestly, even if you don't go through with a citizenship change, you can quite happily live in many countries for years and decades, without having to work more than you already are maintaining your living here.
If it's something you seriously want to do, any roadblocks can be overcome, and the financial roadblock which you appear to be focusing on is probably not nearly as insurmountable as you assume it to be.