Depends on how many hours you will have....
Definitely finish the FAA IR. Its an IR as good as any, and once you have it you can convert in 15hrs.......not that i'd bother, as you'd be wasting your money for private flying.
CPL can't be converted withough doing the JAA ATPLs (or rather CPLs, which are near enough ATPLs). You'd also need a class 1 medical, which is another excuse to fleece you of more money. I'd get the FAA CPL anyway though, it wouldn't cost that much if you have the TT, and it shows a level of competence above the PPL. Some insurance companies may also look favourably on it if you ever end up getting your own aircraft.
If you want a JAA CPL, your best and most economical bet is to build up to FAA ME CPL/IR, and convert some time in the future. Conversion is fairly straight forward and can be done in 2-3 weeks in the UK, for around £5000+. Note though you need the ground exams, which is one reason why I can't be bothered to convert just yet.....
Cheers
EA