SA route
With regards flying in SA, I did a multi CPL at 43 in port Alfred and have just converted it to JAA. 43 as a school is brilliant - residential and I believe they now have their own exam centre which saves quite a lot compared to when I was there and you had to fly up to Pretoria to do the exams. I didn't intend on converting to JAA when I went to 43 and therefore know nothing of paralleling JAA stuff. Sounds to me though that you should definately look into this. Part of the training at 43 involves an international trip - mine was up the coast of Namibia and the entire training was almost worth it just for that. There is no point in me trying to explain it, you have to see it to believe it - absolutely incredible. My whole time there was one of the best times of my life and I can highly recommend it.
Coming here I have had to do all 14 exams and convert the CPL and IR. Never having flown here prior to this it was really quite different to SA and took quite a lot of getting used to. Got through it though in roughly the amount of time I expected. I've found the total cost of training to date more than if I had gone hour building after my PPL but I really think the SA route was worth it as the training is basically through what would otherwise be called an integrated course and therefore very structured. Although I am very biased to 43 I've heard lots of good things about Progress.
I don't regret going to SA and 43 in particular one bit, but I would reiterate it's not the cheapest option. Good luck with the decision making.