Hey there,
I think it really comes down to what license do you want to have at the end.
I was doing my training in US and my ex flatmate was from Ukraine. There was bunch of other guys as well (few instructors) from post Soviet Union countries.
I did understand that the quality of training in their respective countries isnt that good, and its not the cheapest places to train.
Countries with very few flying schools always try to take advatage of it... I mean the schools itsself, as they know they control the market.
I was told its easy to convert FAA license to local one in post Soviet countries, and theres very few companies that would ask from you to have JAA one, as they not even part of this system.