The vast majority of people fleeing from war-torn countries today do not flee to Europe. They flee to safer areas within their own countries, then to neighboring countries, then to other culturally similar countries. The number of people who try to make it all the way to Europe and then succeed pales in comparison.
The narrative that there's a huge migration wave from unstable third world countries to Europe is a lie perpetuated by the right wing.

Other European countries, other western countries like Canada, Australia, or New Zealand

I live pretty much in the middle of nowhere that is between three mountains and a Scandinavian fjord. I don't see any safer alternatives to where I'm already at.

Historically, Argentina and the USA.

They flee to Switzerland aka Supereurope. After that you pray to the heavens.

(Random thoughts, I'm clueless about this subject, it's safer to assume I'm wrong about everything)

USA is an obvious first choice for many. I imagine other developed countries in the Americas will be hotspots too. The big question is which countries would accept mass influxes of European refugees.

I wonder if enough could flee to Africa, and bring some substantial wealth with them... Would that actually help Africa catch up to the developed world? Or would it instead just be new colonialism?

Of course Africa is huge, diverse and messy, so that's a very vague answer/question.