I'm from Northern Ireland and studied in Queen's Belfast as well as doing my FY1 and FY2 in Northern Ireland. Most Irish seem to stay at home, with a small group heading to Australia for some reason (apparently it's particularly good for A&E and anaesthetics). I know of a few colleagues who went to the "mainland" UK by choice for a bit of a change, but most who go (in my year at least) seemed to have no other option.
I got my second choice deanery for GP training, which I hadn't given much thought to when choosing, thinking Scotland sounded a bit better than England or Wales. I had no idea where "Caledonia" was when I was given my rotation.
After spending about 9 months in the North of Scotland I've come to love it, and I don't think I'll be heading back home long term. It's just like home except there is better night life, better transport links, more mountains, more beaches, more forests, more castles (like 100 times more), and not a single person here as asked me what religion I belong to, or used those really obvious probing questions to try to find out. It's so refreshing to have found such a nice part of the world where I can feel comfortable, and it's just a quick flight home if needs be.
And just to add, on average, about a dozen times a day I'm informed that the person I'm speaking to "just loves" my accent. That never happened at home...I'm staying here :)