Hi,

I suggest you to go for OSCP.There is a wonderful review written by blackazarro..
http://www.ethicalhacker.net/component/option,com_smf/Itemid,54/topic,1152.msg3741/#msg3741

Hope this helps.

you can take certification tests in Europe.  i sat for my CISSP in belgium, its doable.  there are also several prometric and vue centers in the bigger cities.  now if you live in iceland, it might be harder.

I confirm that you can take certification tests in Europe.
I am from Eastern Europe, and I can take almost any type of certification exam, e.g. CEH, CISSP, SSCP, Security+ etc.

The big minus will be if you want to take the training center route, there are many of them but the experience of the instructors is not as valuable as the one from the instructors from the western Europe. But if you really want a certification, as Chris already stated, it's doable.

I earned my Security+ via self study, now I am taking the OS-101 course, and in spring I will go for  the CEH, all via self study.

This site is a valuable resource for any  one who is new to the Security field, and I have to admit that this site and the members of the forum changed the path of my career.