I don't think there is a huge difference in training a horse to go English/dressage and training him Western. At least initially. Both use a snaffle, and both will post the trot and use a light seat until the horse can carry the rider better.
The only real difference is that eventually, you might train for neck reining, and you might sit the trot more, but even that isn't a given.
I think you should do whichever is cheaper, unless you have money to burn.
There was a guy on here who had a Clydey in western tack and the horse looked great. The fellow was like 6' 4' and near 300 lbs, so it made the horse look of a "normal" size. I cant' remember his name.