The density of humid air is less than the density of dry air, which could lead us to say that the air in Florida would be less dense. The density of hot air is less than the density of cold air, which could lead us to conclude that the air in Death Valley would be less dense. To get the answer, we need to think about the difference between climate and weather.
As the old saying goes, "Climate is what you expect. Weather is what you get." An area's climate is based on the generally prevailing weather conditions. Looking at the weather conditions over a long period of time, Death Valley has a hot, desert climate, so we expect that air to be hot and dry, but is it always that way? No. Even Death Valley has rainy days, and winter temperatures there can be very cold.
On the other hand, Florida has a humid, subtropical climate, so we expect the air to be warm and humid. Again, that varies tremendously with the current weather conditions.
At the same altitude (sea level), if the weather conditions were the same in both places, then the air in both places would have the same density. If the weather conditions were not the same, then either place could have denser air, depending on the current weather.