In order to legally work in the United States, you must have authorization from the INS. This comes in the form of a visa, or a change to a legal status which permits employment. Employment visas are generally employer specific, in other words, you cannot change employers without reapplying for permission from the INS.
Generally, the first step is to find a job. All the employment based visas require evidence of a job offer before a request for an employment based visa can be submitted.
Do you have the equivelent of a Four Year College Degree?
The H-1B Visa
Are you being transfered from a non-U.S. company?
The L & E Visas
Can you fill a position that the U.S. employer cannot fill with a U.S. worker?
Labor Certification
Are you a Canadian or Mexican National with professional skills?
The NAFTA TN Visa
Do you have exceptional skills of interest to the United States?