If all you need is a few VMs, then there's no real reason you have to be stuck on a single provider. If OVH only has servers on the east coast, then you find another provider for the west coast. I've never used OVH, but I doubt creating an account with them (and other providers) is difficult. Shopping around is the only way to get the best prices.
Maybe it's mildly annoying to have to deal with multiple hosting accounts, but that's a small price to pay for potentially huge savings, IMO.