Fizzy D,
You will find that most guys who have been down the road of self sponsorship have asked all the same questions. And, I appreciate you predicament.
One of the ways forward is to take all the advice you have received, and use it to make some sensible decisions, however do take note of some of those key elements.
There is nothing wrong with going to the US, but just be careful and shrewd with your hard earned cash. I am sure you have read in previous posts, but never part with large sums of cash with organisations offering large discounts. If you can pay as you go, then you can control your finance and evaluate whether you are happy with your training.
I spent many years going to and from the USA to fly, and had a great time doing so flying at various different schools.
Its difficult to give you sound advice, because a lot of guys here myself included did our training some time ago, and things change so much. However, on saying that, we were all in the same boat, but made it in the end, from taking on a cautious attitude.
When I went through the process of getting my licences, everything seemed to slot into to place, adopting the attitude above, given a few ups and downs along the way.
I wish you all the best.