Hey Wardy
I went there on J-1, yes. There were a few cheeky buggers who went over a few months before (on an M-1 visa I think) and did their private then returned to Europe, got the J-1 and went back out to Florida to continue their training. It bought them an extra 3 months at the end for hour building as a CFI.
I chose not to do that because I was told it could jeopardise the J-1, but at the end of my time in the USA I wished I'd had that extra time. It *really* sucks having to leave a job that is building your hours at an obscene rate and having to give up the student base you've worked so hard at building up. It forces you to step out into the turbine world though, so it's not all bad!
Kris