Whoever said cost of living in Florida is expensive is very wrong. If you do housing thru a flight school it will always be more e pensive than doing it yourself, obv they want to make money off that too. My friends have a house near the school they each pay $400 a month in rent...so unless you live at home in Europe it's prob cheaper in Florida. Hourly rates in the US is typically cheaper than Europe because g is cheap. As for training in European airspace e compared to US I don't believe it matters, professional pilots fly envywhere.
My advice is do your ppl in Europe, it will ensure that you are 100% certain is is what you want to do before you move across the world. Once you have a easa ppl you can easily (very easily) get it validated in the US so you can hour Build there at a lower cost. Many schools in the US so the FAA all the way thru then so EASA single and multi engine afterwards, I'm not sure if its best since you'll never use the FAA license so like someone said check with CAA, find,out the hours involved with each course and do the math between Europe and UK.
One major major advantage of Florida is the weather. It's pretty stable year round except for the wet months which really aren't bad, you won't be impeded with icing etc.