Frankly, you would be mad to do ab-initio on something as complicated as an EC135. Forget this idea. If you want to do it in the UK, and I suspect in all JAALand too it will not even be possible.
1. You won't be able to find an aircraft cos no one will want to hire one to you for that purpose. The reasons why have largely been covered by others.
2. It is not a good idea for you anyway. You are better learning the basics on a basic machine. You won't be able to do a number of essential air exercises on an EC135. It is also MUCH more complicated than a normal machine used for training. For basic training the complexity will also just get in the way of the things you need to learn.
3. I am not even sure if it would be legal. I am not going to bother to check but there is (if my memory is correct) some sort of ban on training on twins without 70 hrs P1 or total time or whatever (under JAR).
4. It will be incredibly expensive. Your financial wedge would be much better spent on making sure you had a good instructor and paying him/her a bit over the odds.
The process of getting to be a useful CPL (or a safe PPL(H)) requires the acquisition of experience beyond the basic licence. Do your licence on something simple. Then get some structured training on say a single turbine. Do some specialist courses like mountain flying, load lifting. Go to far flung corners of the globe and fly there.
You can learn on something like a JetRanger, an EC120 or other straightforward single turbine. I have done PPLs on a JetRanger, but I really would not recommend it. Better to do your initial on say a Schweizer 300 and then follow it up with a GOOD SE turbine conversion.
Helinut
P.S. I missed one other thing - you will miss a whole load of fun and knowledge that you would gain by gathering experience in a wide variety of types of heles
PPS If you are that rich, I will give up my EC135 job and take you through from start to finish
