You might as well get the licence for the country(ies) in which you have a right to work; no point getting an Australian CPL(H) if you've not got the right to work there. If you're British, then you'll need a JAA licence.
You've got a lot of research to do first and I suggest you start on Rotorheads. Search first before you ask any questions otherwise you will get shot down in flames. You do know what the job market is like don't you?
Cheers
Whirls