The Q400 is not the most common type out there, so I assume that you have a conditional offer lined up. If that's indeed the case, it's best to do it wherever your prospective employer does their trainings and checks. You're more likely to get a good price if affiliated to a company than as an independent individual. For example, you might be able to save on VAT if the invoice is in the company's name, depending on your local legislation. And also, if your company works with a certain training provider, that's usually for a reason. They wouldn't send their pilots there if they thought that the quality of training was not adequate or anything like that.