International Entrepreneurs

International Entrepreneurs is a "combination of innovative, proactive, and risk-seeking behavior that crosses national borders and is intended to create wealth in organizations."  Not only living costs are much cheaper in other countries, but operating costs are much lower also.  In the entrepreneur article, a women explains that she her business in Mexico, she saves money on corporate taxes, printing costs, and legal services.  The biggest problem she faced by becoming an international entrepreneur, is getting a long term visa.
Many countries who are more developed tend to not let people from other countries open businesses easily.  Also if you have received a visa, renewing it could be a huge inconvenience.  China, India, and Brazil are the toughest to open up businesses in due to strict regulations. Also the EU is one of the most pricey places to open up shop. 
Safety places a huge part for a new business because you want a good police force if your company got broken into.  Many countries are different and therefore you cannot rely on a lot on the police to take care of business. 

http://www.entrepreneur.com/startingabusiness/businessplans/article207400.html