Training in U.S. is half the price, but still expensive. A lot of military pilots never transition to civilian flight either. If you are serious about flight school then get your license and become an instructor, it's the only way to get time with reduced costs. I'd recommend fixed wing first to learn to fly, radio work, written exams etc...then get your helicopter rating. Not a heck of a lot of helicopter jobs for low hour pilots. If you want to make a living in aviation it's commercial balloon flights or airline work.
If you look on the net you'll find that a foreign commercial license is very similar to a U.S. private (in terms of hours) and it's easier to transition from FAA to ICAO than the other way around. http://www.flyoft.com/license_conversion.php
The good news is All flight training is done in English wherever you go.
Here's where I went to learned to fly. http://www.cochise.edu/deptsdirs/aviation/index.asp
We had a ton of foreign students there also. One girl from Germany finished her commercial in a month. They have dormitory housing and you can finish up college degree work too.
Finally, there are a lot of UAV (unmanned arieal vehicles) jobs in the military and government that are quite lucrative in the private sector. We've got a lot of it down here by the border. Fly UAVs in the military and get your G.I. Bill for flight school when you get out.
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