Not true about the UK costing more. I've done modular training in both Scandinavia and the UK and the UK wins hands down for speed and cost. There is a lot more choice over there too. The only thing that will cost you more are the CAA fees which take the p*ss but the training is cheaper and most schools are used to doing lots of conversions.
As an example to convert a FI rating from FAA to JAA here in Finland you must do the whole 30 hour course of flying regardless but in the UK you will get away with only 15 hours therefore half the cost even when you take the overpriced flight tests and license fees into consideration!