1. If you are moving to Europe, why would you want to buy a motorcycle here? I'd think that the transport costs, etc., would be nearly equivalent to the cost of the motorcycle.
2. If you've never ridden before (or even if you have) I'd definitely suggest the MSF course. As has been mentioned, though, laws in Europe are different and you'll likely end up needing an additional class once you get over there. At the very least you'll need to adjust for the different laws and restrictions there.
3. It's my understanding that European riders/drivers are much more accomodating of other motorcycle riders, so you'll likely be safer there than here anyway. I envy you.
4. For a first bike I would not recommend getting anything over 500cc. Yes, this rules out all of the 600cc crotchrockets and some really nice 750s. But you are much better off working on learning the basics on a smaller bike. Not to mention Murphy's law which dictates that you *will* drop the bike, probably numerous times. Whether you get hurt or not, plan on getting a few bumps & dings on your bike before you get the hang of things. And busting a bunch of plastic on your full-fairing bike will really break your heart (and your wallet). Go for a simple "naked" (exposed engine) bike and you'll be a lot better off to begin with.
5. There are several makes/models of motorcycles that are not imported to the US, including some really hot rides that can't/won't go through the legalization process for export to the US. So when you do get around to buying that bigger bike, you're really going to be better off getting one out of the US.
6. Read all of the threads posted above on previous motorcycle thread discussions for more information here. Take a google search for motorcycle forums to get some more focused advice.
7. Did I mention the MSF courses?