The Australian actor, 26, and former DAWSON'S CREEK actress Williams, 24, are expecting their first child together this autumn (05) - and are desperate to escape the glare of the American media.
The couple have spent all summer in New York City, after Ledger enjoyed the first part of this year (05) filming in his native Australia.
Ledger explains, "I have kind of been living out of bags for the past 13 years. I will just stick to that.
"Home is, like, Earth. I don't care where I land. I am actually thinking of going to live in Italy. The food and the wine are great there. That's it really.
"Oh, we have a couple of plans (for places in Italy). We have a few places up our sleeves.
"I would much rather work in Europe than America."
Ledger spent several months in Venice last year (04) filming CASANOVA.