I'm half way through an FAA IR and as far as I can tell, it's broadly similar to the instrument part of the JAA CPL/IR. Over this side of the pond, the IR, CPL & ME stages are typically taken seperately, and at much lower expense.
Also, if you are in the right part of the US, there are dozens of ILS approaches within a short distance and, importantly, with a wide range of airport elevations to allow practice approaches to minimums in actual weather.
By the way it's not all like Arizona - the region where I fly is significantly busier than the SE of England, and has similarly dodgy weather.
It's difficult not to reach the conclusion that the JAA system places hurdles to discourage pilot training, while the FAA takes a more practical approach to encourge flying safely.