I first came to the US when I was 16 on a high-school "exchange" program, which was actually a one-way "exchange" (nobody went to my country from the US), sponsored by the US government in order by promote democracy, American way of life and thinking, etc., across the world, and especially in the former Soviet Union, where I was from. The American plan was to immerse 15-17 year-olds from the former Communist bloc into American mentality, then send them back to their home countries and let them loose into their societies.
At the time, my former USSR republic was in chaos, the Union just collapsed a few years earlier, economy was in turmoil with ridiculous hyperinflation, food supply failures, crime rate skyrocketting, etc. Needless to say, everybody wanted to get out, and the competition to get into this US-sponsored program was crazy. To get in, you had to pass 3 rounds of testing: prove your English language skills, submit an essay in English, and finally, pass an interview. In my high school of about 1500 students, I was one of the two people who made it that year.
I then spent my last year of high-school as a senior in an American high-school out in the Middle of Nowhere, USA and lived with an American host family, who were proud "rednecks". I didn't fully understand the full meaning of that word at that time, but in those parts of the country, it wasn't anything to be ashamed of. Needless to say, I learned quite a bit about "American way of thinking" during that year.
Meanwhile, the message from my parents back home was simple and consistent: find a way to stay there FOR GOOD. Get into an American university. Oh, and by the way, we have no money for that, so figure out how to do it for free. Which I did, by the end of my American senior year.
I lucked out because I got into a graduating senior class, even though I was supposed to stay with my age group and be a junior. As a senior, I got to take SATs and ACTs, and studied hard for them, having figured out that those were an important ticket to American education. Surprisingly, my results were higher than national average, even though my English was nowhere near native. It would be enough to get into most colleges in the universities in the country.
Unfortunately, just being accepted was not an option in my circumstances, since I had no money whatsoever to pay for college. I needed a full-ride scholarship, nothing less. Fortunately, my (pretty high) GPA and test results turned out to be enough to get one at only one college out of over 200-300 applications that I sent out.
In the meantime, I was back home, back from my first year in America, wanting to go back, this time on my own, without the hand-holding by the State Department and the chaperones. To do that, I needed to learn more about a whole another side of the State Department -- the consular office, the visas, etc. With my letter of acceptance, and an offer of full scholarship in hand, I braced the throngs of my countrymen lining up at the American embassy. I did end up getting one, a student visa this time, although with a frown from the consular officer about the fact that I just came back from the US on an exchange visa. At the time, that was a minor detail I should have paid more attention to.
Fast forward several years.
I have a Bachelors and Masters degrees from US schools (both paid for by the schools themselves), have interned at cool companies, met my wife (also an immigrant, but not from my country) and married her, and switched from studying on a student visa to working on an H-1B visa. At this point I've lived in the US for over 13 years, and investigated the possibility of finally getting a green card.
It turned out that it was nearly impossible for me to get a green card without having to first go back to my country for two years and fulfilling the State Department's original goal for me -- sharing what I learned in the US as a 16 year-old kid with my countrymen. This, despite the fact that Internet erupted and connected the entire world in ways unthinkable since that time. Despite the fact that I have shared quite a bit with many of my countrymen via various online forums and discussion boards during those 13 years. Despite the fact that I have started a family with roots in the US and my wife does not speak the language. Despite the fact that my skills are better suited in the US, which is proven by high-paying jobs I held, along with similarly high taxes I paid along with that.
And so, after 13 years in America, after having received Bachelor's and Master's degrees, with respected schools completely subsidizing my tuition, and after having worked at some of the more respected companies in American tech community, I had nothing left to do but pack up and immigrate to Canada, who was gracious enough to take me, and glad enough to use my skills and take my tax dollars. For me, American Dream remained a dream. Canadian Dream is not as hyped-up as its bigger sister down south, but it has its fair share stories. This is one of them. :)