As you are a US citizen I suppose you indeed do not need the visum and TSA clearance. Not sure if they make a difference w/ you being a non-resident though.
For the licence you can as well go straight for the EASA PPL (UK) in Florida and then convert that to the local EASA version of CH. That would be the most easy. If you choose to first do the FAA then, yes, you could apply for a conversion once you have your 100h on a N-registered plane. The hours you spent for the training are included in those if I am correct.
JAA/EASA: JAA is history, EASA is the current future and we are in full transition period. Am not sure about the school locations etc you refer to in your Q2 but I think the Florida based schools recognised by the UK's authorities are still doing fine under EASA's rules.
Self study: the way to go, at least for me; did the same (for UK JAA) while in Hong Kong and at least did not fall asleep in the class. I am not familiar w/ the study sources for the FAA program, but there are plenty around. For the UK books I relied mostly on Jeremy Pratt's books, and airquiz.com.
Hope this helps
Last edited by XLC; 21st Aug 2012 at 23:41.