Hey gb, you've asked a rather general question and it's not easy to answer in summarised terms. My experience is limited to Aus out of the 3 you mentioned, but I think the common concensus is that the best in UK is good but very expensive, but Aus is more consistent and cheaper than UK. UK and NZ have very variable weather while Aus has quite stable climate. (Can't otherwise comment on NZ as my knowledge does not extend there.)
A word about FTA - if you train there self-funded (non-airline cadet), I believe you are allocated to a separate section where resources (aircraft and instructors) are those left over from the cadet streams. My advice is not to pay too much attention to which school is best recognised by the airlines. It's the licences, ratings and hours which really count. Note that if you obtain your own licences, you could be overqualified for the cadet scheme and the next step up is DESO.