The firmware updates are the same across the world so it shouldn't matter much which version you go for. To be on the safe side I would suggest using the System Update to get the one tailored specifically for your region. If you don't have it connected online, however, the UK update will work fine.
As an aside, i updated my PSP before using the Japanese version of the firmware at the time and everything was identical- no problems at all. The same is no doubt true for the PS3.