Without a doubt do it in the same book. It is so much nicer to have all your flying in the one place - and as you advance the wee books lack some columns. No instructor should laugh - if they haven't done the same they'll wish they had.
As to which book - who knows. I like the CAA one but it isn't JAA compliant. I ended up with a Pooleys one by default - the school issued us with them. Again I'm not that impressed with it. You can't separate P1 and P1s time. At least the CAA one allows you to define the time yourself.
Never used the Jep one. Most jep products are good so could be a good option.
Hope this thread expands - it's a real bug bear of mine that I'm not 100% happy with my log book. It's such an important document.
SK