My son just started a program hosted by ASU (Arizona State University) that is run out of Williams Gateway Airport in East Phoenix (Chandler actually). I think it will cost $40-60K over the the life of the program but it's associated with Mesa Airlines and almost all the graduates who want get hired there. You also get 4 year degree in "aviation management". Not really sure what that qualifies you to do except check "yes" when they ask if you have a four year degree from a major university.

It's a similar program to Embry-Riddle only I think it's about 20K cheaper.

The irony here is that I got my wings at Williams Gateway in 1989 when it was Williams AFB, my brother graduated from Willy in 1980 and my father used to instruct there in the late 60's.

I think they will help with the INS (immigration) but I'm sure that's a pain that you need to get started on soon if you want to come here.