I have to agree with SoCalApp, there are actually 50 states in the union, not just California or Florida. Maybe not all are best for flight training but there are plenty of great options apart from the two previously mentioned states.
I have experience doing training in Colorado (good mountain flying!), California, Arizona, New Mexico, and Florida, and also in Europe. I can tell you from my experience, that Florida was the least challenging, and the unnamed JAA school that I visited was the worst flying school that I had ever seen.
I have friends that have done their FAA training from Alaska, New England, Texas, Georgia, Florida, California, Arizona, and many more. The big advantage to flying in the south is the better year round weather, but flight training can be done all over.