I have been through the SOLI (State of License Issue) process a few times now and it's not too bad - you will be waiting a good couple of months for the transfer and it'll cost you around £500+ but it's not the end of the world. I wouldn't worry too much about what license you go for right now, but having the right to live and work in the EU is your biggest hurdle! If you get a job with an EU carrier and have a CAA license, allowances are commonly made for the SOLI transfer and it will usually run alongside your type rating (if you need one).
Further to that, Ryanair or EasyJet would be your best option out of flight school as it is common practice to have UK guys working in one of their many EU bases, but again this falls down to your right to live and work in that country.
Hope that helps!