You lot are all thinking big commercial carriers, getting into Quantas is very very difficult
Whether or not you have residency rights to work in a country is really irrelevant, I have no rights to live in the USA but have been merrily making my living with an FAA license on and off for over 7 years.
If you are interested in enjoyable flying and less concerned with lifestyle (As I would hope at your young age
) and with the choice I would say get an FAA CPL/IR and get a 2iC in the USA rating on something useful in the ME such as a Excel/800XP.
The exams/flight tests are a little more straightforward than JAA and you will be employable slightly sooner, you will also have a ICAO license that counts.
The truth be told if you are seeking work outside the EU then the FAA license is just as accepted as the JAA one you may seek.
I was once considered for a job flying a G3 out of a fijian island, absolutely not intersted in my EU license
If you present yourself in the ME with some jet time, there is a good possibility that you will be typed properly and be earning a fairly good salary out there fairly quickly.
I know all this sounds fairly simplistic however its a fairly well worn path, anything can happen! a freind of mine has aquired a 737 and a 757 rating within 24months, he has just left the sim having done a 76 diff course