I take it that you and your wife both have US nationality. That's unfortunate, in that having any EU nationality would open up lots of possibilities. It's getting that visa that is the problem for most folks.

Still, an American writer friend of mine moved to a little island somewhere off the coast of Greece with her partner, a German. I suspect the move was made somewhat easier thanks to one member of the couple having EU nationality and the right to settle in Greece. But, from her accounts, it's certainly worth looking into. And AFAIK, they live off their writing (though she did buy the little house they are in with a small inheritance she came into shortly before the move).
Cheers,
Bev