As you are looking at doing it in the states I guess money is an issue so to do it the cheapest way stay away from schools that have anything to do with the JAA licensing as they put up their prices.
Find an FAA school and go all the way to FAA multi/IR CPL. Then come back to the UK and do distance learning for the ATPL exams. Once you have that out of the way do the JAA CPL single skills test in the UK after about 5 hours training. Then go to Spain and do the JAA multi IR after 10 hours in a sim and 5 in the aircraft. I say do the IR in Spain as they do not look down their noses at an FAA IR and treat you fairly, it is also a lot cheaper. Once you have all that out of the way do the MCC. You then have the option of working on FAA or EU registered aircraft.
The above works out far cheaper than going JAA all the way and you end up with more qualifications. You may get some idiots saying the FAA license is rubbish or that the IR in Spain is not respected but it is probably because they spent a sh*t load of money and ended up with the same license as you would. I have only ever had an FAA license and do not have the right to work in the US and am in the middle of the conversion process at the moment. I went as far as I thought I could with the FAA ATP as couldn't see how I could get out of little turboprops. I have lost interest a bit in the conversion though as start my A340 course soon as got a job during my ATPL study/exams.