Thanks for the comments guys!
Helinut - Yea, mixing isn't a good idea because there is some things that i have to do again... So I have to ditch that idea. What comes to CAA licence conversions... they like to make it comlicated and hard. Well, there is one place in Oz where you can do JAR licence, but what you know about flying in europe when you have done all your flying in Oz? It's just cheaper... But might work anyhow.
Hillerbee - I'll be the xth 150hr wonder here in NZ. However, it's not my home country so I'll be foreigner here too. But I'll do my best to get something from here first as I planned in the first place.
SmokinHole - I'm finnish yes and came here to do the training. Mostly because the mountain flying experience which is (hopefully) going to be a big plus some day. As far as my research showed about training in europe it's about half the price on here (also thanks to € -> NZD exchange rate). I'm going to pay around 75k-85k NZD (~39k-44k €) for 150hrs and theory. R22 is 420-450NZD/hr. So money or limited amount of it had a big effect too. But not really looking towards europe to find any flying jobs at the moment. Might end up in being a contract pilot in somewhere in the world for half a year and then going to Finland for the other half to do some other stuff or flying other half the year somewhere else in the world. Only time will tell..
But yeah, I keep checking my options all the time. Now that I have been doing research about Canadian helicopter industry I can help others who are thinking about similar things as I. And doing the research has been fun and interesting thing to do.
Antti