The cheapest way is to hand your credit card to your significant other and ensure they don't allow you to spend any money on flying. You will spend thousands learning, hundreds on getting the right kit, then thousands every year just maintaining a basic level of proficiency. There is no cheap way. Going to America is great, and on the face of it, the flying is cheaper and because of the weather, you'll get more done in a shorter space of time. However, then factor in cost of:
Accommodation
Food
Holiday away from work
Flights
Visa
Insurance
Club membership
etc etc etc
It works out a very similar cost to just do it in EASA land. Fly-In-Spain is good, and forum user Bose-X will be more than happy to talk you through it.