The question really is "where can I get a job once I have finished training?"
Do you have another passport or are you effectively restricted to Europe and a few other countries in Africa/Caribbean etc?
If it's Europe then you'll need to get a JAA/EASA/Whatever they are called this week licence.
The "cheapest" way appears to be to go to the US or another country that offers JAA/EASA training. (However, I believe the IR needs to be done in Europe)
Next thing. Having narrowed down those options. Have a look at where you're likely to pick up work and see how they hire. Do they prefer their own in house cadets, low houred guys from the "big" schools or do they take a variety of candidates?
That'll give you a starting point to narrow down the flight schools you should be looking at.
Note "cheap" isn't a word I would want to use with flight training, "cheap" can end up being far more expensive with extras "added on".