Well the exams for CPL and IR are easier in the States for one thing as the questions and answers are released - you just get a grilling in the aural tests to show your in depth knowledge.
I personally would recomend flying in the States. It's a different kinda ball game over there in the sense that flying is for everyone. No suprised looks of "wow, a pilot? Really??" off strangers over there......
Florida is the place to be for any flying Stateside and a good school I would recomend talking to is the Florida Institute of Technology based at Melbourne International. Impecable safety record and the staff are great fun (and wild!) and extremely friendly when it comes to looking after foriegn students.
Job prospects are arguably worse in the States though so I would think the whole thing through thoroughly before making a decision. I am actually touring with the idea of converting my licences but it's a kinda pipeline plan at the moment as I don't yet have the whole shooting match!
I dunno how US pilots would feel about someone coming over to find work there but in my experience the USA is a cosmopolitan country and people from all countries live and work there so I wouldn't expect to come up against too much xenophobia.
If you have your JAR CPL/IR w/fATPL the process of conversion is pretty simple. A flight test and one written one if I remember correctly......but do a search on here as the topic came up about two weeks ago.
Hope that helps. Good luck whatever you decide. My two bobs worth (for all it matters!) is that you could choose worse places to go and fly - go for it!
VFE.