Which will give you the better education? Don't just go to Philly because it is out of town. Once you are working you can do that any time. If you do believe Philly will give you the better opportunities and experience, then you need to weigh that cost up against the value of those opportunities.
It could be fear that is giving you doubts - I am assuming that by going to a state school you will still have your existing support network (parenty and friends) available to you - and that won't exist if you go interstatte. I don't know the US college system well (apart from the hollywood version) however it appears that many are sort of geared towards establishing independant support networks for their students - so maybe look into that to reassure yourself - what support would be available if you moved to Philly.
There is no right or wrong answer really. If you are going to be really uncomfortable without your support network at home and excessively financially burdened - go to a state school. If you can afford to go to Philly, and it is all you have ever wanted, it will give you the opportunities you desire, then go to Philly. Long term you can get wherever you want to be through hard work. Without a crystal ball, no one can say what would work out right for you, but somewhere inside you know what you want to do. Just don't trust the surface fears and excitement, it will take some time to mull.