[mjn]

Yeah, southern Europe in general is not easy to properly start a business in even for locals. I have some relatives who run a small business in Greece, and they have lots of stories about that. One of several problems in the country.

Denmark might be the easiest for foreigners: you can register a sole proprietorship free online, and get a tax code, within an hour. It's only in Danish, but simple enough Danish that Google Chrome's translation can handle ok: http://www.virk.dk/myndigheder/stat/ERST/Registrering_af_enk...

The government also recently translated their entrepreneurs' handbook to English, with background information on laws, incorporation types, employment norms, etc.: http://startvaekst.dk/entrepreneurshipindenmark.dk/tools_and.... And Copenhagen, at least, has an office specifically for assisting non-Danes in starting businesses and navigating any regulations: https://subsite.kk.dk/sitecore/content/Subsites/CityOfCopenh.... In general the civil service is surprisingly English-friendly.