If you are not U.S born, it's
QUITE difficult to simply
walk in and start a company
in the U.S. And you'd spend
a lot of time just solving
those problems, and have a lot
less time to setup your company.
Not only that, you might have a hard time even getting to the US in the first place, as one of the requirements for even getting a visa is to show that you have "sufficient ties" to you current country of residence (e.g. a job).If they suspect you might try to immigrate you won't even get into the country.