You can open a secured credit card, never use it and after a year convert it to an unsecured credit card, getting your deposit back.

And you would never have been in debt.

That's not quite accurate, almost any secured or subprime credit card will have activity requirements. Most will close your account if there's insufficient transactions in the last three months.

Even if they close the account it still "counts" on your credit score for 10 years.

I am foreigner. My first CC had a $49 yearly fee and something like 39% APR. I always paid it off and after a year other offers came. So the cost was $49 to get a credit history.

1) Get credit card

2) Shred credit card

3) Now you have a credit history

(They'll probably close your account in a year of inactivity if you don't use it but you'll still have credit history until the account falls off your report-10 years)