Sicily expatriate page and also another introducing Sicily from the point of view of its multicultural history. The former is quite current, the latter reflects the 16th century as its most recent event. Both are reasonably informative.
People choose to live in Sicily for all kinds of reasons. In our "introduction" for expats we make the point that - economically speaking - it's usually easier if your income derives from sources outside Italy.
It seems that many expats from English-speaking countries end up in small towns and rural areas. The majority coming from Asia and Africa live in the cities.