it is not that complicated, the information however is scattered all over the place. This website has several threads alluding to most of it.
What you need to start with is the end: where will you use your licence the most? If you are based in the UK I would suggest you aim first for a licence valid in Europe on planes registered in Europe ( JAA/EASA PPL). The most simple is to aim for a licence issued by the EU's country's authority where you reside officially; ( if not you will have to convert it to a licence issued by the country where you reside, but that is more admin.)
In the US, Spain and France there are some schools that are recognised by the Uk's CAA and these are alternatives if you so wish to learn abroad. One quite informative thread about flying in the US is
http://www.pprune.org/private-flying...-part-1-a.html , alternatively mine at
http://www.pprune.org/private-flying...ch-2010-a.html
There is no real difference in quality of training per country, BUT there is a big difference in quality per instructor. There are many other factors that you have to consider such as timeframe, budget, weather, ... etc. Ask around, collect info and eventually you will figure out which route suits you best.