Learning to fly in the states is one of the most affordable places in the world to learn. Plus, GA is so wide-spread in the US, there are generally more opportunities to build time and experience different things.
You could look into buying an IFR equipped Cessna 172 (like an M model or so) and leasing it back to the flying school, and selling it once you're done. If you do it right, you might save some dough but do your research, plenty of guys have lost out trying to do this.
You could also look into Civil Air Patrol. There might be a few old farts telling war stories about Cessna 172s and it can get old, and you have to be in it for more than just the flying, bit since you're a law enforcement guy, you might find it a good fit for you.
You could also look at flying gliders (a bit cheaper than airplanes) or the Coast Guard Auxiliary or joining a local flying club (might save you some money if you fly enough each month to make up for the membership costs)