Nothing wrong with getting the exams out of the way first, lets you enjoy the flying and helps keep the stress down. Certainly it's best to do all of the study work before going out otherwise you may well go on overload. I speak with personal experience here! I would choose and you may wish to take the exams in Florida because it is cheaper and more convenient. UK flight schools are unlikely to be at all helpful if you are doing the flying somewhere else!
Have fun and take sunscreen, preferably a spray on type, the sun starts to get a little fierce in April!