Facing a Depression is it better to move or stay put?

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I've been reading bits and pieces of history about the Depression and going on what I learned in school but it becomes too much for me and I just can't stand to read on because we are in the middle of an economic decline. Do you think its better to stay put or to get up and move to a specific state or country? Ironically, I'm hearing many Mexican workers here are opting to get out while they still can and go back home to Mexico while Mexican Business Owners are COMING to the states in Texas to invest their money and escape the violence because they have the money to easily invest 30% on a down payment to a house while many American's don't, My children's father might end up in Turkey because he wants to hold on to his citizenship in Turkey because Turkey might very well become a EU nation and he does not want to lose that status, what about your country?