Then, as ever, Afghanistan was not a good place to be sent if you were British. The first Anglo-Afghan war was a disaster for the British, the second was slightly better (ok, a lot better since the first was a complete disaster). The news of the Destruction of Elphinstone's army was shocking to the British and absolutely devestating to the British East India Company (to give some idea of how shocking it was, Governor General of India, Lord Auckland, suffered a stroke upon hearing the news).

Some contemporaries have even argued that the massacre of Elphinstone's column was a major factor in the events leading up to the Indian Rebellion of 1857.

EDIT: In response to the request to expand upon this, here we go.

Afghanistan was a region of relatively limited interest to the British, the primary importance of Afghanistan lay in it being a buffer to the Crown Jewel of the British colonial empire, India. At the time, a political and military game of chess was being played between Britain and Russia, often called The Great Game. Russian had steadily been subduing the central asian Khanates one by one, creeping ever closer to Afghanistan from which they could technically have launched an attack towards India itself.

In 1838 the British send an expeditionary force into Afghanistan to install a British friendly puppet on the throne (his name was Shuja Shah), he was however impopular with tribes and it quickly became apparent that his rule could not be upheld by the relatively small contingent left with Major-General Elphinstone.

To understand how the next few events unfolded, we need to understand a little bit about Elphinstone himself. He was, by any and all standards the worst possible man to ever rise to the rank of General. He was incompetent enough to make a horrible general while still disciplined enough to prevent his staff from doing his job for him.

In November of 1841 a Senior British officer and his aides were killed by a mob in Kabul. Ordinarily when this happened, there would have been hell to pay for the locals with 4500 British and Indian troops nearby. Elphinstone opted to do absolutely nothing about it. Following this the mob stormed a supply fort inside Kabul itself which caused Elphinstone to do... nothing.

While this was happening, an Afghan prince called Akbar Khan was gathering disgruntled (partly because the British had brought families into Kabul to improve morale which led the tribesmen to think the British intended to stay permanently) tribesmen to his cause. The british went with the interesting approach of trying to buy him over while simultaneously trying to bribe people to kill him. He reacted rather violently, seizing and hacking to death the British envoys.

Akbar Khan finally agreed to let the British garrison leave, if they did so peacefully. Perhaps understandably, he was still mildly upset that the British had tried to have him killed, repeatedly. As the British column (numbering some 16500 people of which only around 4500 were soldiers and only a single battalion British, the 44th of Foot) entered the mountain passes between Afghanistan and India they were attacked by Khans Pashtun tribesmen. Ill supplied, out numbered and cut off they were shot to pieces. Of the 16500 that left Kabul, only a single British soldier made it to Jalalabad which was still under British control, assistant surgeon William Brydon.

It is often said that everyone else were killed, that is not strictly speaking true. William Brydon was the only British soldier to reach Jalalabad, several Sepoys and camp followers also fought through and reached Jalalabad, another 115 British citizens were taken prisoner and subsequently freed, Elphinstone was not among them, he died in captivity. Kipling wrote a rather touching poem about it (technically the second Anglo-Afghan war a few years later) called Arithmetic on the frontier which for the most part holds true to this day.

For the British, I would say Burma. For the French, Indochina. For the Germans, definitely German East Africa. Obviously for the Belgians, the Congo is where you don't want to be sent (since they only had one colony). All of the stated above is severely due to conditions. Especially east Africa (essentially it is the rain forest). There is a fly that thrives in that condition in east Africa that carries a disease that had a mortality rate of 20% for humans but 100% for horses, so they couldn't transport things with horses in the jungle.