It really depends on what you're interested in.
Aeronautical Engineering and Aerospace Engineering prpgrams have a lot in common.
Aeronautical Engineering would focus more on designing aircraft such as airplanes and helicopters.
Aerospace focuses on both aircraft and also spacecraft such as satellites,moon landers, Mars landers, etc.
I would personally recommend an Aerospace program as its broader and will give you more options.
As for where, there are excellent
Programs in both USA and Europe. You should look at other factors such as cost, visas, to decide where to go as well.but for a good engineering program, look for one that provides opportunities to do hands on projects. This is a really good way to learn and is helpful experience I'm getting jobs.
You could also look at university ratings done by various organizations.