SuPrBuGmAn
Contributor
If you want thorough, goto FL where the caverns can be more challenging. MX will be a piece of cake afterwards... and you don't have to worry about getting ripped off at every gas station or police stop.
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Re Florida vs. the Yucatan -- the real issue appears to be:
Train in Florida because the caves (that is, flow and depth) make for a more difficult Cavern Dive thus your skills will be better (assuming you can master the flow and thus learn the skills); or
Train in Mexico/Yucatan because the caves are less demanding (shallower and much lower/no flow) thus you can spend most/all of your concentration on learning the "Cave" skills -- line running, lost line, lost buddy, etc.
Full disclosure -- I did all of my training in Mexico and then did a lot of my first dives in N. Florida. I learned from both experiences.
This discussion reminds me of when I took flying lessons -- start at a small airport with limited traffic so you can concentrate on learning to fly the plane and THEN add the skills of flying into/out of a major airport OR start at a major airport (for me, Boeing Field which was, at that time, one of the busiest airports in the country based on landings/takeoffs -- light planes and "company" 747s with everything in between) which made the early learning slower but the end result more polished. YMMV