When I did my PPL in 2005 it was about 35% cheaper per hour than the UK, this included all travel and accommodation plus flying divided by the hours I flew. The exchange rate at the time was much more favourable than now so that will make a big difference, and I flew full time so the extra costs were kept down. I was also in a state with no sales tax so that helped too.
I did SFH from 2 organisations upon my return on my FAA PPL while doing the ATPL exams and then did my JAA CPL as my first UK licence. I've not had a look at how things may have changed with EASA.