I've studied/worked in US on H1B for close to 10 years and living in Canada for the past two years. Here is my advice - Do NOT move to Canada without a job.

If you're interested in any kind of Software development, get a Masters from a US university (don't believe the crap you read about H1B in the media) and apply for H1B. No country pays like USA. You will lose out on huge amount of savings if you move to any other country.

If you're not interested in doing Masters in US, try for a job in UK/Germany/Europe. If that doesn't work, try for Masters in those countries and find a job there.

Again, do NOT move to Canada without a job. The job market is very small and you will most likely regret your decision. If you can find a job in Canada from India, go for it. In 4 years, get your Canadian passport and move to US on TN visa (later the company will sponsor H1B).

If you've any questions, feel free to DM me. Good luck.