I decided to move to Belgium virtually straight away (as I have family here, and being closer to the UK than Australia, it would be easier to move from here) - I was also told that I needed to get an NI number, but haven't started the process...
I won't move to the UK officially until I get my call from BA for my training - as you said before, it's really expensive, and without a steady income (or an income at all, for the moment, since I left my job in Australia to come to Belgium!), I don't think I would be able to last very long...
BA do tell you at the assessment day that they give all candidates a minimum of 6 weeks notice for your training - I'm hoping that will be long enough to find a place to stay, and organise my NI number...
I too would be interested to hear from other non-UK residents in regards to applying for and organising the NI number.
bogdanko: Can you shed any light on where/how to get the NI number? I think I read somewhere that you needed to undergo an interview? If you could send me a private message, that would be great
(that way I can start trying to organise some of the relevant paperwork)