Do what your more comfortable with, I am guessing your living in London and want to be eligible to apply for european based airlines. I would suggest to do initial training i.e PPL and hour building in the states and do your cpl/meir + atpl's in the UK, and this has been made achievable by certain UK schools who have affiliations with places in the US or just pick a JAA approved school in the states. I dont know if your financial situation limits you to what you can do in the UK but If you have the cash definately choose the UK for cpl/meir stages.
And before we start getting into "what schools best" quality wise the vast majority are excellent just visit them and see for yourself and talk to the students. I have been to alot of the well advertised schools and generally students have raving reports but these students had various expectations and chose what suited them best.