Firstly, you have to figure out what you want to study and where. That doesn't always translate to the same thing at the end of the day -- if you are passionate about a certain subject or you're studying abroad for a very specific course, then you will find that the number of countries available to you may shrink.
I chose my program through the American Institute For Foreign Study (AIFS). I'll list some other really great program hosts to give you some variety:
American Institute For Foreign Study (AIFS)
International Studies Abroad (ISA)
CIEE
Those are just touching the surface of possible programs. A wonderful search engine that I found to be helpful when I chose my program is StudyAbroad.com
Sadly, whether or not you study abroad will likely have something to do with how much financial aid you will accumulate. This is why it's essential to apply for as many scholarships as possible, no matter how terrible you think the odds are in your favor. Fortunately, there are plenty of great organizations, including the ones in your very own university.
For the UofL students reading this, here are some of the scholarships UofL offers:
World Scholars Program
Modern Language Fund
Then there are national scholarship programs; I applied for a Gilman International Scholarship, and highly encourage students who are eligible to try their hand at this award. It allows you to fashion a creative and unique end-of-semester project that will benefit your entire home community.
Benjamin A. Gilman International Scholarship Program
Fulbright
Boren Award for International Study
There are hundreds of other opportunities, especially within each individual program. I hope this helps begin your study abroad thinking!