The most common route would be going there for Master's degree (MS or equivalent) and then later finding a job either before or immediately after graduating from your course.

But you can also try other avenues like directly trying for a job via work visa, get someone to sponsor you (via an immigration petition -- but you need a present a valid argument for this and also find someone you trust who've established themselves there), or find a partner there with whom you're willing to cohabitate.

I'd highly recommend trying for EU/Canada (as you mentioned yourself), Aus/NZ over the United States of America-- at least for the next few years until something resembling an immigration reform takes place -- unless if you have folks in the States who're willing to sponsor you or get you a good, well-paying H1B job.

Good luck!