ikea,
It is a requirement that before you sit the exams you have to spend a certain number of hours in a classroom with a recognised school. Can't remember the exact figures but it adds up a a few weeks. It would therefore make sense to get the books from the school that you will be attending. The prices at the schools I looked at included the books and the classroom time so the saving might not be what you think.
All exams are run by the CAA (at least in the UK anyway) and you can sit the exams in four places: Gatwick, Glasgow, Oxford and somewhere else. All the details are in Lasors.
Regards
Stoney