I am flying in the UK, not exactly the cheapest option, but I think the standards here are pretty high and there are many good flight school around!
Since you are an ICAO ATPL holder I would definitely suggest you to do your conversion here: first because you could do your ATPL studying distance learning (I don't think you would have this option anywhere else), there is also a UK CAA approved flight school in Florida doing this kind of course.(
www.nacgroundschool.com)
I am not informed about the conversion route you would need, but a canadian F/O I met told me he was just going to do a sim check on the B737NG after the ATPL written test to get the JAA ATPL.
Cheers