Kris,
As mentioned before you need to look at the logistics and costs of converting a foreign licence into a UK JAA one if you plan to come beck here to work.
In general (very general!), the place where you want to work, is where you should get your licence.
Have you thought about joining up and having the Queen teach you to fly?
But you're right - cheapest is not necessarily best!
You need to consider on which aircraft you wish to learn as there is more than the R22 - each having their advantages and disadvantages.
The information is all on Rotorheads as I have used it as well. However, there are pages and pages! It is best if you do your own research as you know your ambition best!
Cheers
Whirls