I also made it into the ATP pool and hadn't done an MCC previously although most others on my course had. It is an excellent course - hard work but thoroughly enjoyable. Even if you don't make it onto the ATP scheme, I reckon just doing the AQC course will make a massive difference to your performance on your first simulator assessment for a job.
If you decide to do AQC, I wouldn't advice doing an MCC somewhere else first - unnecessary expense.
However, if you make it to AQC (final selection stage for ATP Scheme) I would advise you to read up on CRM and multi-crew procedures before starting any of the selection stages. More importantly, use the money you saved not doing an MCC first to get some cheap jet simulator experience and practice handflying skills. Take a friend who has done MCC along with you to act as PNF and concentrate on getting your scan rate as fast as possible. That's what will give you the spare capacity that you'll need to pass. Good luck.