Be prepared to wait!
I had my initial Class 1 done with CIMA in Madrid but be prepared to wait a long time for your results! The price of 330 Euros was quite attractive but don't go there if you plan to start with an FTO anytime soon.
It took them 3.5 months to send out my certificate which turned out to have my nationality as Purtuguese (I'm British). That resulted in another month's delay before they sent out a corrected certificate. I called them every week to ask what the delay was but kept getting fobbed off. First the doctor incharge if my file was off sick and then things slowed right down during the summer months. As far as i was told, these were delays from the Civil Aviation department, not the actual examination centre run by CIMA.
As far as the actual medical went, I don't think that you could get a more thorough one anywhere in the world. Be prepared to have your head wired up with a bunch of electrodes (they don't do this at Gatwick anymore) and also sit through 2 hours of written exams that test your spacial awareness and logic. As mentioned before it takes around 5 to 6 hours to do all the tests. The nurses are great and guide you through the whole process.
I hope it goes well for you.