When needing to depart an authoritarian country (or any other country with an even remotely competent border control) without permission, there are some things that are basic to the task that have to happen. Because they are so basic, they are also what the authorities watch for (again, presuming competence) as signs one might be about to skip:
Having a place to go. ~ At least the barest of certainty needs to be known as to whether the place you eventually want to end up will let you in and let you stay. Escaping to Malaysia when you are about to be charged for political/religious crimes in Arabia *is not a win move*.
Having something as a gift to your new hosts. ~ Always nice to bring a present when one is about to impose on an acquaintance. Large troves of narco-terrorist documents make a particularly nice gift to American or EU host countries. Caution: While historically, knowing how to build ballistic missiles or make biological weapons was a sure way to get welcomed, these days that all is now rather less appreciated in the USA and Europe. (Might be just the thing if one wants to defect to Iran... but who the heck would...?)
Do see to your family before making travel plans ~ While condemning one's entire family to punishment and/or murder might be a goal in rare cases, most individuals trying to flee a country they reside in are not particularly interested in leaving family behind. It's hard on the family and, given both the brutality involved in authoritarian police states and the harsh work of most counter-espionage/counter-defection practices, it's hard on the defector. Rather than receiving the usual blackmail or simply living with the knowledge that prisoners in North Korean labor camps are not provided for by the state, it is far better to have made sure anyone whose welfare might influence one's serene mood of departure to have already been bundled over the border, at least out of reach of the country of departure's forces in the short term.
Lastly, do chose a country that might actually help you get out, or at least won't sell you out by agreeing to a deal that no reasonable person would believe the other side will stick to. ~ Since you, the would-be defector, are the key person in any defection attempt... unless you can slip the country on officially allowed business and then ditch your minders... you are probably jumping an Embassy wall somewhere in this process. The Americans and the French were time-tested favorites, but times change. Just any foreign embassy simply will not do. You need one that will (1) arrange something to sneak you in, or at least not shoot you when you cross the line; (2) at least make an effort to not mention you are inside said embassy; (3) have some motivation or sense of decency that encourages them to help you out rather than throw you back; and lastly (4) have some competence at actually getting you out of the country, whether by hook, crook, military escort to a waiting plane, or more diplomatic means. Put Canada at the top of that list generally, Republic of Korea is particularly good in Beijing, but several other nations are more than able and have a history of success... but do check the current administration of said country before throwing in with them. In the old days, nothing ruined your otherwise perfect plan to sleep over in Spaso House than discover Gerald Ford was no longer President of the USA. Same applies more generally in recent times.
So, to all of you out there planning on fleeing tyrany's grasp, here's to your successful defection... but do remember all of the above and if your situation changes while you are working up your get away...
... you'd better pick Door Number Two.