The most important step is to work out what you are moving. Think before you pack! What do you need? What can be replaced? Remember that every square meter costs and that you do not want to pay lots of money to transport junk that you do not really want anyway. Selling some of your old things can bring in more money than you think (you will need it). Otherwise you can give away stuff to friends, lend it or even put it in storage.
Once you reduced the amount of stuff that you want to take to the minimum, it is time to consider how to transport it. If you consider that there is not so much to take and you want to save money, you can do the move abroad yourself. Remember that there is a limit on the amount of luggage that can be taken per person if you are traveling by plane, bus, train, ship and even in your car. You can rent a small van for a price much lower than what a removal company will charge you. In many countries you can drive a van of up to 7.5 tons with a normal driver’s license. You should make sure that you are allowed to drive the vehicle in the country or countries you will be driving through.
Of course, you will have to load and unload everything before you leave and after you get to your destination. This can take a lot of work and prove to be very difficult without the proper packing and wrapping materials. Make sure you have the necessary amounts of wrapping material, boxes and tape. Also remember that you cannot put delicate things in boxes, you need special containers. Unless you convince all your friends to help you, it can take you several days or even a couple of weeks to pack, load, transport, unload and unpack everything (not to mention the physical strain). Keep your eyes open for other difficulties such as stairs, narrow hallways, bad roads, etc.
If a 7.5 ton truck is not enough to take all your things in one go, having to do several trips can be very frustrating if your new house is far away. In this case, moving your own stuff without the help of a removal company can be extremely difficult and even more expensive if you have to rent the van for a few days (days when you obviously cannot go to work). Also, bear in mind your home insurance will usually not cover possessions in transit.
Even so, if you think that you have the time, the strength and the will to do it, do not hesitate! After all it is your stuff!