Ah, the pleasures of spending your golden years in the sunshine...
Provided you plan for your retirement well, it needn't be just a fantasy. As well as making sure you move somewhere you feel comforatble in the community and can live for a long period of time, planning your finances is key. You'll need to make sure you can afford to live there, especially if you are receiving a UK pension which is subject to exchange rate fluctuations when taking the money abroad.