You have opened up a can of worms. In "theory" (I use that term loosely) your licences and ratings should travel with you across to whichever JAA member state you wish to ply your trade. However speaking from experience a whole bunch of us had to transfer our UK CPL/ME/IR's to another JAA state as our OPC's couldn't be signed off by a non UK TRE on an ongoing basis. Its long and complicated and expensive so don't get me started. We did however get our initial type ratings added okay to our licences but that was as far as we could go with the good ole c of a so it was goodbye after that.
But back to your questions....First thing is to ascertain which JAA member state you wish to issue you with a CPL. If its the UK hen you will need to do your ATPL's in the UK (or at an approved overseas exam centre). Then do your ME/CPL and IR again at an approved school. A list of these are on the CAA website under the personnel licensing section. Note that the IR test can only be undertaken with a UK examiner so you can't try and save some cash doing it cheap and still expect to get a UK licence at the end of it.
If you decide to go elsewhere in JAA land
Be careful as it can be a minefield. Don't just rely on advice from an anonymous forum like this. If you have any queries call the UK CAA directly and get anything in writing so you have some comeback. Good luck.