Im british and i want to know how to move to america? where to go what to do? thinkin of movin there wen im 19

i always wanted to live in america and im comeing up to the point where im leaving school, and im thinking have to leaving college get enough money behind me, thinkin of movin over there, i like nebraska and im just wondered how to move over there, some other people have said just hop over there and don; come back, but i don't want to be a illegal imagrant.............................plz help thanks