Prices in Mexico are similar or slightly elevated compared to Florida. Mexico cavern classes are listed as 4 days @200 - 250 per day. In Florida, just cavern is 2-3 days or a cavern/intro combo is 4 days at around $200 per day. The class duration is driving the discrepancy, but I have no idea why cavern in Mexico needs to be 4 days.
As a few others have stated, I would recommend Florida before Mexico. Deeper, higher flow, tougher caves. If you are not sure about really getting into cave, I would still recommend a 4 day cavern/intro course combo to really get a good feel for it. Plenty of people take cavern and then go back later to complete the rest of their training. That is not a bad option and probably a good recommendation if you have no other tech training, but if you have some previous tech training/config, doing that extra day and going that little extra bit into the overhead will make all the difference in the world.