Arizona, Florida, and Southern California are good places to do training. I did mine in Arizona. There are lots of good weather days, the downside being lack of real IFR training. Some good schools include ATP
ATP Flight School: Airline Pilot Training & Pilot Career Development , Sonoran Wings
www.sonoranwings.com , and Scandinavian Aviation Academy
Scanavia . Not sure which ones ofer visas and I don't know about any schools in Florida. I also did some training in Colorado and the weather was generally good. Texas weather is not bad but living in Texas will make you fat hhehe.