Firstly have an idea what you want to do before leaving....and have a contingency plan just in case!
There are a shed load of good courses that will help you, again dpenednat on what you are looking at, having DIT is a shiny item on any CV (what people see at is and what you see it as are two different things). Shame for any RMP to leave without CP, IIC (or whatever it is nowadays) and to be honest, anything else that you can get onto, Crime Prevention is not a bad thing either. A good academic qualification helps, there are several secuity related degrees on offer, I did the MSc Sec & Risk at Leicester and would hardly class myslef as Int Corp material. You can also look at ASIS CPP / PCI/ PSP to further sell yourself. Feel free to send me a personal message with more direct questions, chances are that we know a few of the same people as I still have quite a few ties inside. You would be surprised of just how much is out there beyond the UK borders.