I tried out several stock screeners to see which ones are best. The obvious starting point are Yahoo and Google stock screeners, but these are only for US markets. Also, I finally found
http://finviz.com/ which I think is far better screener than either Google or Yahoo.
For europe, I think the FT.com screener looks the best:
However, I haven't yet played with that as much I have played with the FINVIZ.