Almost all countries in eastern europe are much cheaper.
The "southern" countries (Portugal, Spain, Italy, Greece) are a bit cheaper.
The "northern" countries are more expensive. (Switzerland, Germany, All of Scandinavia, France, Belgium, Netherlands)
Maybe the "Big Mac Index" helps getting an idea.
http://www.oanda.com/products/bigmac/bigmac.shtml
@ginzo: In the list that i saw, these were all top 5. Doesn't really matter though, because they are all pretty expensive anyway.