I cannot reply by saying I came without sponsorship, but I think I have plenty of info for you.
I came on a work visa, changed to spouse visa after I got married, and now have permanent resident status. Been here since 1998, so I obviously like it.
I think you really need to understand and focus on your job prospects and how to land something, especially if you plan to be here a long while. Just having a spouse visa is not a "gold card" that so many think it is. Having a hard time finding a job in your wife's homeland would not be an appealing way to spend life. Aside from the obvious, your wife will soon take it hard, especially if she isn't working and if you have kids.