In reply to Edradour:
I'm going to take a different tack to most of the posters here. I came out here (NZ) with not much (and no plans to stay). Then I stayed. I found that I bought a lot of crap - low quality cheap stuff - to get along (work clothes, shoes, kitchen and household stuff, mostly), but after 2 years I moved out a lot of my stuff from the UK out here.
While I understand you might not want to be weighed down with all your possessions, I really like having things around me i've owned for years. Since i have my stuff here, I now feel like I live here properly. Before it felt a bit like I was just on a long holiday. I also am building up quality stuff, and if i'd had it all from the start I'd have saved a lot of money and gone through a lot less cheap crap. I only spent a few hundred pounds to send my things out by sea (including loads of books), and I wish I'd done it earlier.
However, if you like the idea of living out of a suitcase (and I have done this for a year a couple of times before) then it's perfectly possible, but a lot more expensive (but that maybe depends on what country you're moving too and the cost of eating out v cooking, types of accom etc).
If you'd asked me 5 years ago I'd have said leave it all - you can find everything you need, who needs to be weighed down. But not now. Maybe it's the experience of emigrating, maybe it's age