As a pilot, there are countries where the work visa application process can begin on the basis of you being a "skilled worker". The U.S. has no such provision for pilots; we've got a significant surplus of low and high-time pilots looking for work. If you're just looking to finish your training on the cheap (relatively speaking), coming to America is probably your best bet. It's still quite possible to get a visa to come to America as a resident student, even with security as it is now. Europe seems to have a bit more demand for someone at your level of experience, provided you can pay out the cash to get your type ratings and break into the European aviation scene. Choose your poison, I guess.
As someone who is taking the first steps to go from FAA to JAA licenses, I can tell you without hesitation that it is
much easier to convert from JAA to FAA. The job market looks brighter in Europe for the short term, and you can always switch to FAA if circumstances bring you to the U.S.A. later in your career. All that aside, I'd be trying to get on with a local aviation company before trying for any domestic or foreign airlines. Flight instruction, tourism, parachute jumps - there's a market for each in Australia that you won't find in Europe. At 19, time is certainly on your side. America has these kinds of jobs as well, but you'll have to figure out a way to get the right-to-work issues figured out. Of course, I can't imagine an Aussie with a pilot's license would have too much trouble finding an interested girl here in the States...
