Hey mate,
I've done exactly what you're intending to do - Except I'm in New York City, having sailed from Southampton, to Amsterdam, the coast of Europe to the Canaries, Barbados, Antigua and then nonstop to New York.
I'm skipping the Canal by trucking my boat overland in March to California, and then doing something creative to get myself over there - Maybe on a bicycle.
Anyway, if you need any tips or advice, let me know - I did it on a 26ft Contessa with hardly a dime.
Good luck, it's the best thing you'll ever do. (And hardest)
Nick,
http://www.bigoceans.com