Yes you're right. Quite a few countries are part of what's called the visa waiver program. Basically you can just fill out a green piece of paper on the flight over and you will get an i-20 on arrival. Most civilized countries have this arrangement with the US.
You might need to register online these days before coming over (heard something about it, but its been some time since I was in the US last). However you don't need an embassy visit unless you're doing real flight training at a school etc (then you might need a M visa or M-1, F-1 etc)