Hi Anton,

If you want to leave Russia, you would do it sooner or later. I guess, right now you are a little bit too young for legal immigration (25 years is min.). Besides, if you're currently in school (University), why don't get your degree first? Believe me, it is much easier to apply for immigration when you have a diploma.

If have extra money, you might first take a fly trip to US or Canada to look around before you decide that these are you destination countries where you want to spend the rest of your life. When you come, it might be a little bit easier to find the info on immigration or residence. You can meet people, learn about their experience, get to know their contacts, etc...

Overall, just wait, get your education and keep looking for opportunities.

Good luck :)!