Either option is possible. If you want to legally marry in Florida, you must obtain the license in Florida. However you can have a quick, legal marriage ceremony in PA with a PA license and then have the non-legal ceremony/celebration in FL and you won't need a license from FL if the ceremony there is not the legal ceremony.
You don't have to be married in the same state where you live and intend to file AOS. It's perfectly acceptable to marry in Hawaii and then file AOS in New York, if you live in New York. It doesn't matter which state you married in, just that the marriage is legal.