If it is purely a cost reason and you have made a good start in the UK you are probably still better off finishing it in the UK wait until the weather picks up and do an intensive stint.
If however you fancy doing it abroad then I don't think you can go wrong with either country. I recon you may well end up paying a little more but you'll have visited an amazing country as well as go your licence too.
Make sure though if you are considering doing further licences/ratings(where you can start to save money) eg an Instrument Rating after that you will be able to convert these easily back here. Get the CAA to put in writing your requirements incase they change rules while you're abroad. I got a little caught out and had to re-do the whole of my Instrument Rating when I returned to the UK - was not a happy bunny.
Canada is beautiful and lovely and hot during the Summer the winters can be really harsh and really slow progress waiting for breaks in snow storms for days! But is good experience if you can handle the winter weather there you can probably handle it anywhere. I have some sexy long johns going cheap if you're interested.
South Africa seems really set for us Europeans now and the value of the rand makes it the most cost effective option. If your funds can stretch to take in a safari too you'll have te time of your life. I did.
Enjoy