I have recently completed my hour building here in the UK and started on my CPL course.
Two things I have noticed, firstly completing my hour building in the same environment (ie Scotland for me) that I am doing my CPL in has been a HUGE advantage. knowing the local area, weather etc has made the transition to CPL training much easier.
Secondly, flying in the UK weather is very challenging, I've flown many an hour in blue skies, but flying flying in low visibility and low cloud, being able to read the mountains and the weather associated with them, living with the gusts and crosswinds. these hours are worth five in CAVOK. In my opinion of course.
There is something to be said for building hours in the country you intend to train. Of course that doesn't exlude going on a flying holiday, but I wouldn't put all my eggs in one basket.