Look before you leap
Moneyweb's got some interesting reading for those executives ready to jump the Good Ship South Africa for foreign lands. Seems like when total cost of living is taken into account, the huge salaries in Rand-value are not nearly as appealing as those locally. For example:

An executive thinking about moving to Australia should be ready to take a 50% drop in disposable income.

An executive thinking about moving to the UK should be ready to take a 30% drop in disposable income.

An executive thinking about moving to France should be ready to take a 30% drop in disposable income.

In fact, only executives moving to the USA have an advantage in terms of real purchasing power. Have a read here.