If you're Mexican/Canadian, a TN Visa might be a better option than H1B since there's no annual limit.

I'm currently in Silicon Valley from Canada on a 2.5 day trip, with 4 interviews in that timeframe, and it's quite fun yet intense.

I'd also say that if you're a self-taught programmer (I'm an EE), it's worthwhile to read a book like Intro to Algorithms[1] cover to cover before you start doing technical interviews. There are just too many CS101 concepts that you'll never run into even after years of programming.

[1]: http://www.amazon.com/Introduction-Algorithms-Thomas-H-Corme...