I did pretty much ALL my courses at different schools - PPL, IMC, Night, CPL groundschool, CPL, IR (OK did my multi at the same time), and MCC.
I chose each one for different reasons - either price, geography or reputation and nobody seemed bothered that I did it this way (in fact I didn't really think about it until I read this thread!)
There are benefits in doing it all at one school (WWW has posted a lot on this topic) but equally you sometimes need to take control of your own development and use schools that are particularly good at one thing. Once you have that coveted first job, all this stuff goes out of the window anyway - nobody will care where you trained, how many times it took you do pass your PPL air law exam or whatever! It will be all about hours and the type of aircraft you have been flying - and if course if they like you!