No answer yet, but I've been accepted at Fordham, so no big deal... Fordham is very underrated (or so I hear), and it seems like a great choice with its LLM in Corp., Banking and Finance law. To be honest, even if I got accepted at Cornell, I don't know if it would change my choice. I'm French too, btw!
In my opinion, studying abroad is never a bad thing.
It's necessary in many cases if you want to work abroad; and if you don't, it still shows that you are able to adapt to a different culture, and that you're not afraid of change.
However, since you only speak English, I think you should consider studying in an English speaking country. It's already difficult to learn a new language form scratch at 2x years, let alone taking law classes in that language.
One of my friends is currently enrolled in Fordham's LLM. Well, guess what? It IS very tough. According to him, you don't have a lot of classes (something like 12hrs a week), but they're very intense, with a huge load of homework... And also, you HAVE to participate by asking questions, giving answers, etc.