As far as the conversion process goes there's a summary
here
I got a very quick response back from Oklahoma City after I sent my application off - within a week IIRC. You just need to find an FAA FSDO near where you're going to be to go to to complete the process.
The only money you have to pay out to get an FAA licence goes to our own dear CAA
Sounds like a good chance to explore somewhere new from the air - have fun!