My sites are on US servers although my web host is in New Zealand! http://www.kiwihosting.net.nz/
It truly is a flat world.
I installed ZenPhoto, CPG, and Gallery3 on my Windows 2003 server.
First impression favorite was ZenPhoto, but I found that it ran slow on IE8 - although it ran fine on Chrome and FireFox.
Gallery3 had some technical issues with the Windows server that I didn't have time for.
CPG was an easy install - ran perfectly and fast right out of the box - on a Windows server!
I've been with Kiwihosting.net.nz for perhaps five years. . .they don't overload shared servers either - websites have always run fast.
And never had a security issue with them. I'm a dedicated fan.
As for CPG, it is my gallery of choice.
The documentation is extensive - currently I'm customizing my theme and will have a link when it's ready.
As for the web host, http://www.kiwihosting.net.nz/
, I recommend them. For a fact, I know one programmer in Amsterdam and one in Portugal that I highly respect that both use kiwihosting.net.nz
There are many krappy hosting companies and a few very good ones.
My 2 cents.