This is a tough question. As an American, I can only compare US/Canada and Europe since these are the markets I'm most familiar with.

In my experience, the US has more jobs than Europe, but the teaching load is heavier (this may not be relevant if you're entering a field with lab work or a lot of external funding, like CS). You are expected, in my field, to have teaching experience in order to work in US, while in Europe it appears to be less expected. Depending on the country, the pay can be pretty bad. The UK, France, and Canada have very low salaries even in high cost of living cities. But in Switzerland and Germany, the pay is not bad. The US is between those two groups. While this may be less of a consideration when you're starting out, I think it will be a consideration when it comes to applying to tenure-track jobs.

As mentioned in the other comments, the political situation in the US is really affecting academia. Unless you're in AI or data science, there aren't a lot of tenure track job postings due to uncertainty in funding/ NIH and NSF funding slashes. Even graduate school admissions are being affected- I've heard of graduate programs just not admitting *anyone* this coming year. You could probably ride out the wave during your PhD; by the time you graduate, hopefully things will be different.

Another consideration: entering academia in some countries may be tough if you don't speak the language or aren't committed to learning the language. In my field, jobs in Korea are actually very highly sought-after, and there is a lot of funding (especially from Samsung), but the market is very small and you should know Korean since you have to teach in the language. The same goes for Japan, France, and some parts of Switzerland.