Situation:
I had applied to two positions through my contacts. One which is an unlikely but awesome job in my city. Another which is less awesome (but still good) in a foreign country with messy immigration for my citizenship. I was given provisional details about the offer by the foreign firm a month ago and given that I wanted to start right away, I told them that I am interested in the job and I would like to hear their final offer along with details about relocation etc. Because of the non-standard nature of the position, I corresponded a lot with them and they tried really hard to navigate the immigration woes for me. But it still took them a long long time to get back to me even with my final offer. After a month, they gave me a final offer and a "fast pass" to visa. However, it might still take months before I get started. In this entire time, I only said "I am still interested". Yesterday, I was offered a provisional offer by the local firm. This is of course my first priority.
I want to make sure I sign the documents with the local firm before I reject the foreign firm but I feel bad since they tried so hard to fix my immigration issues.
Question:
How do I tell the foreign firm that I've found another job which is better and I won't have to bother with tricky immigration issues? Should I tell them that I have another option and I am considering it? Or should I simply tell them I need time to make my final decision?