An Initial Class One medical at Gatwick will cost nearly £1000 so don't bother getting it until you are sure you want to start Commercial Pilot (CPL) or Airline Pilot (ATPL) training. If you dont/cant drive then Southend is the obvious choice but apart from the price its important that you feel comfortable with the School and its Instructors. Any place that seems cliquey or you never get the same instructor twice, forget it. (Two or three different Instructors is OK though so dont get hung up searching for One to One instruction).
The USA option is OK (I did it for my PPL) but it will be the hardest work you have ever done (flying, studying for exams, taking exams 7 days a week until you are done). When you come back to the UK you will have to learn the differences between USA & UK flying ie. Circuit joining procedure, Radio calls & Air Traffic services offered etc.
Good luck with your training