I'd definitely second the idea of getting your training done in the place where you want to work. Some training centers may also be able to offer you employment afterwards.
As for choosing between the CELTA and an online course, I'd say it really depends on your attitude towards TEFL and your reasons for getting the certification. If you are only planning to teach English for a short while, and really just need a piece of paper, then some employers will be happy with an online course and it might suit your purpose. If, however, you want to have more job options and you actually want to know how to be able to teach, then the CELTA will be really helpful. Teaching is complicated and difficult, but good initial training will go a long way towards making you a competent and effective teacher. It's been 5 years since I got my CELTA, and I'm still constantly learning about TEFL, the English language, my students' languages, and how learning works. The training was the beginning of a fantastic journey for me - hopefully it will be for you too!
All the best,