That is a decision you have to make right now. I'm not a GUE diver (I took UTD route) but it comes highly recommended as I'm sure you've searched and found here before.
My UTD course laid the foundation and made all subsequent courses better for me. I'm certified to Normoxic Trimix on OC, and most of my instructors were from Florida. You are in an area with plenty of excellent instructors, and should take advantage of that before going to Mexico.
If it matters, as far as cave training, I think I took the best route. I certified to Apprentice in Florida, then dove Florida for like 20 Intro level dives. Then when navigation comes into the picture, I went to Protec Tulum for full cave. Once you have to start navigating with jumps and T's, with basically no reference markers, Mexico is the best training for that.
At the end of the day, take advantage of the great instructors in Florida, and once you have your $hit wired tight (sorry, an old Marine) then go to Tulum.