Hola Avl,
If you're planning on heading out here on either a study visa then you're looking at either an F-1 or M-1. These Visas have no annual cap and are pretty flexible and might be a good way to study for your Ph.D. I'm unsure what you mean about the International fee's being steep. The total cost (including expedited service) shouldn't come to more than $260. Or are you talking about the college education costs?
If however you're looking at coming in as a skilled worker then you're probably looking at the H-1B visa. These are 3 year extendable once work visa subject to a 65,000 annual issue cap (+20,000 advanced degree cap which is where you might possibly fit in). However, in 2007 the 65,000 cap was met on the April 2nd (the first date of issue
) and the 20,000 advanced degree cap was met on April 30th. This being the case I'm thinking your chances for an October 2008 date are extremely slim and you may have to wait until October 2009.
The H-1B is sponsored (and therefore fully paid for) by the company you'd be (hopefully) working for and is fixed to that company, so technically if you leave the business you're also expected to leave the country.
Once you're here you can then apply for the Green Card to give you your permanent residency.
Given your qualifications I'd imagine that you should find it easier than some others to meet the skilled worker rule, however the trick is still to find a company out here that will wish to not only employ and go through the whole Visa process but also be willing to wait for you to be able to stat working here.
This may sound like long odds but in reality they're not that long. 65,000 folk a year meet the criteria (and many more did but missed the cut off) so it's all very possible. However you do need to exercise patience.
If you require any more help then please holler!