Different ways you can come to live in the U.S?

There isn't one answer to that question. And among the multiple answers, none are simple. Although, if you find that one visa is a perfect match for you, it might indeed be a relatively simple process.

The first question you need to answer is what is the basis for your move? People cannot simply move to another country because they want to. You have to be coming to join immediate relatives (parents, children, spouses or siblings), to be a student, to do a job, to start a company, to invest money; you have to have a reason that is much more concrete than simply "because I want to."
So, first things first: If you don't have a basis for immigration, you'll need to choose one.

Depending on your basis, you will either be applying to come temporarily, on a temporary visa, or permanently, with the intention of applying for a green card, and perhaps eventually, citizenship.
Review all the visa, humanitarian and parole types below. If you do not qualify for any of these, your only choices are illegal immigration (a very poor choice), or the green card lottery (worth a shot because it's free to enter for those who qualify, but your chances of winning are slim, so use this as your last resort).
Once you have decided upon your reason, or your "basis" for immigration (living in the United States permanently) or a temporary visa (living in the United States temporarily), you will need to find out whether your reason, or basis, qualifies (is "in general terms" approved by the U.S. Government). Does the government think your reason for coming to America is a good one, and do you meet the criteria (rules) for applying? If you do, you will then need to apply, and to prove that you qualify (that you can follow the rules). You can not just say "I have enough money to support myself," or "I have a job offer," or "I plan to study," or "I am going to invest money." You cannot just make promises and expect to be believed. In nearly all cases, you will need to have bonafied proof of these circumstances, and will need to follow-through with your plans. Tracking in this country was not always very good, but it has much improved since 9/11 and the government plans to continue with that improvement. This is part of the reason that the Immigration and Naturalization Service (INS) has been replaced by the United States Citizenship and Immigration Services (USCIS), which belongs to the Department of Homeland Security: organization, tracking and security when it comes to foreign nationals in the United States.

Types of Visas
To enter the United States you need either a temporary or immigrant visa. You can apply for either one at an American consulate or embassy outside the United States. The temporary visa allows you to visit the United States for a limited period of time, while the immigrant visa allows you to live in the U.S.A. permanently. Holders of temporary visas can apply for an "adjustment of status" when in the United States to convert their visas into immigrant visas, but the process is complicated.
Temporary visas are given for a number of reasons, most commonly for tourists, students, businesspeople or people seeking medical care in the United States. Most visitor visas are valid for six months. There is no limit to the number of temporary visas issued. People applying for temporary visas may often have to prove that they intend to return to their countries (rather than live in the U.S. as undocumented aliens) before the visa will be granted. A person with a temporary visa may also be denied entry into the country at the border if the INS believes the person is politically subversive, a disease carrier, or is likely to attempt to stay in the country permanently.

Immigrant visas (permanent residence visas) are limited to a certain number per year and per country for most preference categories. Refugees and certain relatives of U.S. citizens are not subject to numerical limitation. The emphasis of the system is on keeping families together.

If you are going to the US primarily for tourism, but want to take a short course of study of less than 18 hours per week, you may be able to do so on a tourist visa. You should inquire at the appropriate US Embassy or Consulate. If your course of study is more than 18 hours a week, you will need an F1 or M1 student visa.

The H1B Visa is typically used for the following professions: Computing & IT, Telecoms, HealthCare, Finance & Accounting, Teaching, Legal, Marketing & Advertising, Sales, Management and Engineering.