It's going to be a lot cheaper to get an FAA CPL and ATP in the US but you have to be careful as you might find you cannot use them.
To get a job with an airline in the US you need to have work approval, this is not going to be forthcoming if you don't have a US passport or green card.
For your FAA ATP to be much use when converting to a JAA ATPL then (essentially) you need to have logged 500 hours on a plane which burns JetA. If you cannot get a job in the US then you will not get to log this time.
Even if you have got these 500 hours, you still have to do the JAA ATPL exams and flight test. If you don't have these 500 hours then you have to do the whole JAA ATPL course. This might change, I think there was a move to recognise each others ATP, but I hear the CAA/JAA pissed the FAA off with their inflexibility and it all fell through.
You can get a job as a FAA CFI if you come over to the US and work and train in an approved school. You can build hours but will not be able to work outside of being a CFI, and its limited in time. Right now there are plenty of CFIs looking for work.