IR: Min 5 hours, likely to take longer since its harder to fly IFR in Europe.
The JAA IR is harder than the FAA (tighter tolerances).
ME: training as req. 1h Checkride, easy.
CPL: ATPL examns need to be taken, otherwise about 5-10h will get you there. The main difference is the nav part, at which you will complete the entire plan AND you need to be at the specified destination @ +/- 3 min. This applies to the diversion as well. It is not too hard at all.
ATPL: here is where it gets tough. This is a purely theoretical license. It consists of 14 subjects. Its alot more in-depth than any FAA license i have taken. Its pretty cool though. You will get into the systems alot more and you will learn stuff about, The global weather systems, Celestial navigation, how radio nav systems work and other interesting things. I liked it. Usually people take 6-12 months to complete. I can reccomend naples if you are disciplined and on a budget. Otherwise look into Oxford or bristol university. I went with bristol for the first module and changed to naples for the second module.
CFI: Training as required, quite substatial, i would guess 25h.
All of this info is memorized and could have changed (or be wrong)
I suggest you get in touch with one of the JAA schools. I can reccomend
www.flyeft.com
Good luck!