You may have to get out of your comfort zone a little but in return you can learn to adapt to new surroundings and learn about different traits and traditions, gain independence and make lifelong friends.
The best way to study abroad is through your university because financial aid applies, scholarships are available and class credit easily transfers. The best source for information about different study abroad programs is your university's study abroad office. The counselors and advisors can help you filter through all of your options. Are you dead set on studying in London and flexible about what you study? Are you dead set on studying art history and flexible about the location? This will help decide which school you pick and the classes you take.
Ask a lot of questions, too! Like what types of student clubs are available to get involved in and meet people, what's the local student scene, how big is the campus compared to the city and where in the city is the campus located (helps pick accommodation), etc. Consider the main reason you want to study abroad because it should help you a great deal in filtering out the programs that aren't right for you. Consider whether you wish to improve your language skills, be immersed in a different culture, travel, or just have a good time.