Hi, first of all congrats on your purchase, I've just got my first SEL too - I hope you're loving yours as much as I am!
As to your query, it seems there's a lot of myths about 'going back to TAG', so the only things that genuinely 'go back to TAG' are things that the local service centres can't do - so for example if you have a Microtimer and it has a problem then that would actually go back to Switzerland. Everything else will go back to a 'Service centre' in your country, I know that if you take it back to Goldsmiths or if you take it to 'About Time' in Debenhams they go to the same place, which is basically a service centre authorized to do work on TAG Heuer and other brands. This can take about 3 weeks, sometimes longer. Alternatively you can take it back to somewhere like 'About Time' and they will change the battery and pressure test it for you on site in an hour and charge you £45 (instead of £85 to send it away). I think the main difference is that if you send it away they 'might' replace the seals (but I don't know 100% about that, you should ask). It depends if you intend to get the watch wet and if you want to be without the watch or not. Personally I never get my watches wet so I would just have it done on site. Especially if the watch doesn't have that much intrinsic value, it's a bit mad to spend £300 on a old 6000 series and then spend £85 changing the battery.