How to begin the immigration process to the EU?

My husband, me and our son(6m) would like to immigrate to the EU (Germany or Austria) from a Balkan country. We both have bachelor degrees, my husband is a computer engineer, I have business administration diploma, we both are under 30, speak english, german and turkish.
I have no idea how to start, where and wich questions to ask, the intrnet is full of agencies but wichone to choose, and is that, in fact, the right way to go?
Did any of you guys come this way to the EU? (I mean with an agency) Can you list any usefull links?
Thank you all in advance

First step is to find an employer willing to sponsor a work permit. Not an easy task in these grim times, any work is going to folks already EU citizens...