Florida seems to be the state of choice for europeans on a budget. You
can do it anywhere. The way things are USUALLY set up is there is an
FBO (fixed base operator). If you go to Airnav.com and click on an
airport there will be a list of FBO's and flight "schools". Most
instructors are rather independent and work by the hour. Get a school
with at least 4 planes and 4 instructors, that way you have some
choices. There are actual "schools" that teach "part 61" and have
official type curriculum. Avoid those. Find an instructor you like (one
you get along with) and schedule as much time as you need. With your 40
hours, you can probably get it done in another 40 hours. Make sure they
understand the foreign student requirement and any other issues you
have because you live in europe like license conversion.