I can honestly say that most SA's I meet here (in NZ) are actually surprised when they find out that we have PR, seems like most guys just pitch up here and do the wild thing on WP's and sort their PR out whenever. I am a risk taker by nature, but that is just too much of a risk for me. If you qualify for PR, get it first, then come. If you have no choice, then by all means hop on a plane, but don't burn your bridges in SA when you leave.