It is worth noting, there is an extra element of risk with self-sponsored training.
Under the old "self improver" route of instructing, etc, it did not really harm your chances if it took several years to get that first airline job- you kept current by instructing or whatever, and in fact kept improving your skills and airmanship. (Up to a point- after perhaps 1500-2000 hours in light aircraft, you would gradually become a less viable training prospect. However, after that many hours, the skills would be sufficiently ingrained you could reasonably fly less often without a problem).
Unfortunately, while the JAR CPL/fATPL course does produce graduates with a perfectly adequate skill level, these graduates have a short "shelf life." From the day you finish the course, your skills start to degrade as you become less current. I am not privy to the maximum time my employer considers it viable to hire a graduate after his course completion date, but I do know there a limit.
Unless you have sufficiently robust finances to allow either an Instructor Rating course after the CPL, or regular PPL flying in an advanced aircraft, you need to be aware that the expensive asset you purchase, is a rapidly depreciating asset. This is among the reasons why it is rumoured that HSBC among others is soon to stop lending money for pilot training (at the levels required for a JAR CPL/IR course anyway).