Pennsylvania is generally very safe, though the country as a whole is having a significant crime wave right now. Regardless I would say the odds of you getting hurt or being a victim of a crime are pretty low outside of Philadelphia which has gotten really bad in the last few months.

The cost of living in Pennsylvania is pretty cheap so long as you are not in Philadelphia, and even then it is cheaper than other cities in the region. It has been a few years since I have been in France, but I would say that Pennsylvania can be considerably cheaper, based on how much I remember things like food and gas costing in France.

I left another comment on University cost, which will be high since you are an international student. I think you would need a student visa, which, if I understand the complaints of my international student friends correctly, would make you ineligible for work while pursuing an education outside of official internships.

As far as other states to look at it depends on what you are looking for, I am from Pennsylvania but have had the opportunity to live in many states in the country. If you can tell me what is drawing you to Pennsylvania I could maybe give recommendations of other states to look at too.

Also, if you are just interested in living in the US for a bit, it may be better finically to either go to college in France and look for an exchange program, or come the US for grad school or a starting job. I know a few people who did the second option, they say its a smart move because many jobs pay a bit more here, and the tax burden is a lot lower, but they still got to take advantage of the lower cost universities back home.