italguynj saidI never been outside of North America,
I guess you and George Bush have something in common. (not having left the continent.)
You don't say how long your excursion is going to be.
But If you want to stay in one place (instead of "This is Tuesday, so we must be in Belgium") I would suggest either Rome or Paris. If you need gay nightlife, choose Paris - you won't much in Italy.
Rome is great - everyone should go there at least once. October is a good time weather-wise, and one could spend several weeks there without getting bored.
You could even do a short excursion to Venice if you were in Rome - also the right time of year to avoid the mobs of tourists in Venice - Fly or take the night train. Cabins in Italian trains are comfortable and cheap.
Fly or take the TGV to Paris. You could spend weeks in Paris itself. If you want to stay in France, (and you like wine) you might try Burgundy. It will be beautiful that time of year. If you do, you would have to rent a car there, as you woould need one for seeing the countryside/wineries.
Also in Italy - Tuscany. Fly to Florence - spend a couple days there, then rent a car and drive to the hill towns of Tuscany. I could recommend a gay bed and breakfast in rural Tuscany which could serve as a base for traveling around. Casa Portagioia. Luxurious and run by two amazing guys - English and Italian. (Winner of TripAdvisor's Travelers Choice award 4 of the last 5 years) http://www.tuscanbreaks.com/
After you decide where else you want to go besides Cannes, PM me, and I can give more specific advice. Seriously.
Beware, if you take any of the cheapo airlines in Europe, the amount of luggage you can take without large extra charges is very limited. Carefully check before purchasing a ticket.