jamyjay assuming you're British, your problem will not be so much finding "a cheap flying school anywhere on earth" but converting your licence to the UK EASA standard if you choose to train elsewhere.
There are plenty of schools in the US etc that are as cheap as chips but I guarantee you'll be kicking yourself when you're doing that highly expensive EASA licence conversion course.
Generally speaking it's almost always cheaper to train in the country you ultimately wish to fly in.
On a pure cost basis assuming an EASA licence is what you want to end up with, I'd be looking at eastern europe - maybe poland or croatia?
Transsonic is kind of right on a country-by-country basis but, certainly in the case of the UK, there are schools that charge excessively high fees based on reputation when they're issuing the same UK EASA licence at the end of the day. Once you've got the job, nobody cares if you have a 30 grand modular licence or a 100 grand integrated one.