Clockwise for me.

As IHendrick says the NE winds along the east coast are the most prevalent. So if you were really splitting hairs, I'd go "downhill" on the east coast - that is south. It also coincides with the way most people from the north first arrived in Florida on the railway.

As you come west across the bottom of the state, in that wide open plain of the Everglades (assuming it goes through there) you'll also appreciate some tail wind.

To really time it right head south immediately after a cold front - getting NW, N, and NE for a few days. As it shifts to more E and SE you might be crossing the state, and then SE, W, and SW heading north. If you have to sit out a day or two to let a front pass or catch up so be it (if you have time).