Going into a PhD in Europe or US
I am afraid your question reveals a rather superficial attitude to the matter. You are talking about the whole continents as places for &quot;better PhD&quot; and mention &quot;AI&quot; as a field you are interested in. A fairly standard textbook on AI sitting on my shelf is nearly 1200 pages long, so how can one judge a continent for being a better place for studying every single topic listed in this book?
You are going to spend several years doing your PhD. So, first go spend at least several days (or, better, weeks) thinking harder what exactly are you interested in. One good starting point would be to think first what you are good at right now. Then, figure out good publications in this area (Google Scholar is your friend) and find out which labs they come from. These labs are the places of your interest, and they might pop up in quite unlikely places (though, granted, in most cases they don't come as a surprise).
Then, of course, there is a question of a job market, but I believe people coming from reputable labs are able to find a job. In any case, this isn't a question of your immediate future.