There are two things to consider, firstly the logistics of making the journey and secondly the problems flying over the sea.,
On the latter, there seem to be two schools of thought and you have to consider which camp you are in, There are those who would always wear a full immersion suit (including me when I was flying) with the security this offers and there are those who feel the chances of a ditching are so low that the additional cost and discomfort are just not worth it.
When I flew to Jersey from the UK I always wore a full a full immersion suit (Mr. Blobby style) however when flying around Jersey it seemed customary for most people in the club to simply tie a buoyancy aid around their waists as a sort of 'token' although you were never that far from land.
Crossing the military zone can be interesting, I once had a couple of fighter jets put 'on hold' to let me through, nice of them I thought.