A little late to the conversation, but here is my experience:
I am an American, and I came to the UK specifically to do my degree here. I just finished my masters in social work last month. There are pros and cons to getting your degree here.
Tuition: International tuition is expensive (as is the cost of living in my city), and I now have $50,000 in student loans for this degree. Sure, I might have paid this amount at a US university, but at a US university I also would have had access to other forms of financial assistance than just student loans. The other students in my program received bursaries to cover most of their university-related costs. I was not eligible for a bursary as an international student, so I had to use loans and savings and was supported by my partner. Most people in my program did not have time for a side job, as we were on placement (internship) 3-5 days a week, attending university classes and writing papers, our portfolio, our dissertation, etc.
Post-degree Employment: Employment has not really been an issue. I was offered a job by the local authority where I did my last placement. Many of my classmates are now employed. Those who want to work in children + families social work (the majority of my fellow students) seem to have found positions relatively quickly. Those who want to work in adult mental health are having a more difficult time of it. Also, my perception is that the range of areas in which there is a social work role in the UK is more limited. I wish to specialize in a field in which there is a clear social work role in the US, but little to no social work role in the UK.
Taking your UK MSW to the US: It might also be useful to look at the CSWE International Social Work Degree Recognition and Evaluation Service if you plan to use your UK MSW to work in the US. I am about to begin the process of having my degree recognized by the CSWE (for a large fee, of course). It is possible that my application may be rejected (if they determine that my program was not up to their standards), which would limit my job opportunities in the US.
Perception of social work: If I tell people in the US I am training to be a social worker, they are usually quite positive. If I tell people in the UK I am training to be a social worker, I brace myself for abuse. Some of my classmates do not tell people they have just met (socially, I mean) that they are social workers.
Visa: I am currently applying for my post-study work visa, which lasts for two years, and with that I will be free to work for any employer/move to a new employer/etc. (that is, I am not tied to a specific employer as with the Tier 2 visa). The caps that are to be imposed on visas will not affect (as last reported, but the rules change often) the post-study visa.
Academic work: I found university work to be challenging, but certainly within my ability. The change from American academic writing to British academic writing was minimal; I earned the highest honor for my dissertation (aka masters thesis) without undue hardship. I had a lot to learn wrt British social care policy and legislation, but then so did most of the students on the course.
British culture: I think the steepest learning curve was learning about British culture - its history, values, etc. - basically all of the things that make a society what it is. I had to learn the most basic of things - how does the government work, how does the criminal justice system work, how do schools work, how does the benefits system work, etc. - things that, although you may not know the details of for the US, you probably know the general outline or have a general sense of it. And it's not just the hows, but the whys - upon what foundation did this society decide to make these systems this way, what values and ideals underpin these systems and institutions?
I had to learn huge amounts of history in order to begin to understand just the basic workings of how various forms of discrimination and oppression manifest themselves here. Sure, there are some similarities to the US, but also enormous differences.
I had to learn (and am still learning) all of these basic things (and more!) in addition to the learning for the social work program.
In the end, was it worth it? As an experience and learning opportunity? Definitely. But not all of the experiences were good. And some of that learning came at a high cost (both financial and emotional).
