Waldorf,
As someone who did the 'crossover' to civil ATC I may be able to offer an insight.
1. I joined NATS, so can only comment on the quality of the courses/instruction at Hurn. I did an APC to enable me to start on the 2nd part of the aerodrome course and thereafter went on to do the approach radar course. Some of the practical/theory stuff you will already know and you might find some of that a bit repetitive. However, I actually found it helped me no end as I attempted to get to grips with the civil way of doing things. Helped this old dog learn new tricks! The quality of instruction (in my humble opinion) was pretty good. Tales of people with a grudge against ex-mil guys/girls proved way wide of the mark. That said, your attitude goes a long way to determining the level of extra support you will get and sometimes need. The old "i've been there, seen it, done it and got the T-shirt" attitude will just serve to piss people off.
2. I am 'bonded' to NATS for 3 years from the commencement of my training at my new unit. I don't find this a problem and view it purely as a means to an end and part of the deal of joining NATS. Would I have wanted to challenge it? Not really, as I'm doing a job I thoroughly enjoy and am pretty well rewarded for it. The last bit is purely a personal opinion and other NATS guys reading this might disagree!!
3. The civil ATCO market is I believe pretty strong and whilst the self-funded route may be a good initial step on the ladder, I would not discount the option of trying to join NATS. They have an existing 'experienced controller' program, give you the appropriate training and will fund you through that training - albeit the student salary is not what it used to be. You will, I believe, also have to do the full course/courses as the APC route is no longer available through NATS. Although i'm sure others reading this may know more about that bit.
Overall, is it worth it? Well, after 19 years in the RAF, I had a straightforward choice. Sit behind a desk til i'm 55 or bog off whilst I still had good memories of the Service and try to continue doing the job I thoroughly enjoy. It was a big risk at the time and you have a lot of things to think through before you make that decision. However, I would recommend it. It's hard work, make no bones about it. But it is worth it in the end. You'll miss the good bits about the RAF (i'm sure there still are good bits despite the Chancellors best efforts), but your new career will make up for that.
Best of luck with whatever you decide to do,
WJMcP