JAA has morphed into EASA, which is supposed to perform the same function over Europe as the FAA does in the USA, though with spectacularly less success (just look at the new TRTO syllabus rules - everything backwards).
As to class or distance learning - it depends on how you want to learn. We have several who take all the exams at once after doing it themselves. Some people do better in a classroom. I don't know whether doing one or the other will keep your resume on the pile though.