I did an EASA (actually JAA) PPL in the US, and I regretted it. I wish I'd done FAA.
It makes sense to finish in the States because of both price and weather. If you intend to get a CPL, then the PPL is only a stepping stone, so it doesn't matter which one you do: EASA/FAA/TC/SACAA Being the obvious ones. If you're doing it in the States, it makes sense to go FAA because (a) all schools teach it, not many teach EASA and they charge a premium. (b) there is only one written test, and the Prep course and exam will be about £100. Much cheaper than taking 9 exams. (c) You will be issued a temp certificate on the spot for free. No sending logbooks to Gatwick, paying a fortune and waiting a month before you can fly.
I remember having to do my hour building solo whilst my FAA mates were taking every man and his dog up for rides.