I did my PPL in the States in Naples, Florida. I don't think I saved a huge amount of money by doing it there, but I think I probably got it done a lot quicker due to having good weather. Also, I had the continuity of flying most days I was there.
My hour building was done over here at Denham, though I didn't know it was hour building at the time, as I hadn't thought about doing a CPL at that stage ! I did 5 hours with an instructor to get familiarised with a Warrior and get used to UK airspace and RT. I found I really did need that 5 hours because of the differences. I'm quite pleased I did my hour building here, partly because Denham was a very nice aerodrome to fly from, but also because I think the flying was a bit more challenging than in Florida eg. dealing with terrain, weather decisions, controlled airspace.
Whichever way you do it, have fun !