I agree with 411A. No competent pilot should ever fear a flight test, and any pilot who says that he would not benefit from a couple of hours with an instructor is either gods gift to aviation, or is a fool. The extra costs of the training and test can be recovered in a very short time when you consider the difference in hourly rates between the US and Europe.
I also agree with 411A about Arizona. I have spent many happy hours flying out of Falcon Field. Clear blue skies, spectacular scenery, helpful ATC and Met Briefers, no landing fees, and above all cheap aircraft hire.
Let's not make too much of this. Just go and take the test and then enjoy the cheap flying.
Airclues