SheppardAir rocks...a couple of nights studying and I got a 100 on the FE exam. Just wish I knew about them when I took my ATP written.
I don't know much about the JAA but in NZ/Aus you will have to convert your ATP over to their ATPL if you want to work there. Also you will need to establish your "residency / right to work" if you want to get a job there. Not easy or cheap.