Schools in the US and Canada may offer scholarships, but unless you get a really huge one, none of them are going to be free. Some places in Europe offer free University (sometimes even to non-citizens). I've only looked at it a little bit but it tends to be northern Europe for the most part from what I've seen, although almost anywhere in Europe is probably cheaper than Canada or the US. Our schools are good in North America but not so much better that the price is worth it in my opinion, and we tend to charge a lot extra for foreign students which isn't always the case in Europe. I'd say if you're looking for less expensive Europe is the place to start.