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1. Determine the reason for coming to the US

(1) Doing business and working
(2) Studying
(3) Visiting
(4) Coming permanently (immigrant, refugee, asylum seeker, adoptions)

2. Locate an embassy or consulate http://usembassy.state.gov/

3. Obtain a visa

United State Visas Website
http://www.unitedstatesvisas.gov/

Obtaining a U.S. Visa: A Step-By-Step Outline of Today’s U.S. Visa Application Procedures
http://www.unitedstatesvisas.gov/pdfs/gettingavisa.02.03.pdf

General immigration information from the State Department
http://travel.state.gov/visa/immigrants/immigrants_1340.html

General visas information for immigrants from the State Department
http://travel.state.gov/visa/immigrants/info/info_1339.html

Immigrant visa types

From the State Department
http://travel.state.gov/visa/immigrants/types/types_1326.html

From the United States Citizenship and Immigration Services (official source)

For those just visiting the US from the following countries, there is a Visa Waiver Program and a visa is not required.  http://travel.state.gov/visa/temp/without/without_1990.html#vwp

Andorra, Australia, Austria, Belgium, Brunei, Denmark, Finland, France, Germany, Iceland, Ireland, Italy, Japan, Liechtenstein, Luxembourg, Monaco, the Netherlands, New Zealand, Norway, Portugal, San Marino, Singapore, Slovenia, Spain, Sweden, Switzerland, United Kingdom