Depends, if I was Canadian, I would start flight training in Canada. If I was Australian, I would start training in Australia. Iīm from the USA, so I started training in the USA. I got rights to work and live in Europe, so then I did some training in Europe.
If you do a search on here, you will see there is some Irish guy who got his license in Australia and then went back to Ireland, and he has found his license quite useless in finding a job. He even said he regrets not getting his JAA license from the beginning. There is another chap on this forum who was asking about how he could build time with an FAA (USA) license in the UK, since he canīt get a job in the UK on his FAA license.
See a trend?
What is your end goal? If you answer this, we can give you a better answer.