It is true that things have tightened up since 9/11, but there is nothing much you can do about the FAA security fee, and if you go to a school on a J1 or M1 visa you cant change schools anyway as the sponsor will revoke your visa if you go to another school, so changing your mind to go to another school doesnt realy matter. And since I think there are only 3 schools in the States that currently offer the J1 or M1 this isnt really a problem.
As far as I am aware you can recieve training from an FAA instructor in a November reg aircraft anywhere and it counts towards training for FAA licenses, but I dont think you can do the written tests in the UK. According to the CATS testing website you can only do them in the US, Germany, Japan, South Korea and the United Arab Emirates. But you can get the FAA Testprerp books and study all you like so that you can do the tests straight away when you get to the States. And if you get an AOPA membership I think there is a 10% discount for each written test.