Oh, and I forgot another option: naturalization. If you live long enough in a EU country you can get the citizenship too. The rules here vary from country to country. In some countries 8 years are enough (Hungary, Germany), some others insist on 30 years (Austria), which is just ridicolous. Some countries have some strange regulations (Hungary demands a "good character", lol), while others are more straightforward (Germany accepts everyone who didn't violate the law).
That's a possibility if you're able to get a permanent work and residence permit in a EU country, which would mean you work in your business, pay your taxes like a good citizen, and after 8 years you get naturalized. The public authorities would also not revoke the permanent residence permit and deport you to the Ukraine since you face jail back home.
It's all very complicated.
If you are interested you can read more here: http://en.wikipedia.org/wiki/Nationality_law
I can fly to and from Kiev, if dessert is good!
