My classmate MaybeMBA mentioned the challenges international students face in US business schools (even at top business schools like ours). I think it is worth elaborating that a little bit since I have been in those shoes for the last one and half years, and have close friends who also face the same challenge.
What's not a problem: If you want to do management consulting (or strategy consulting), or I-Banking, I dont see any problems being an international. Companies dont really care, and my guess is that they have enough clout in DC to get you a visa when the time comes. Having said that, it's important to realise that we are only talking about the big consulting firms, or the bulge bracket investment banks. Middle market IBs or the smaller niche consulting firms dont quite entertain us.
What is a problem: In my opinion, technology, general management, investment management, marketing (or brand management) are problem areas.
Technology sticks out of the lot because in the last few years, that is one sector which has brought in the most immigrants. But sadly, for whatever reasons, many tech companies dont really want to get into the US visa challenges. Examples include, Cisco, HP, Intel, IBM (not IBM Consulting though), NAVTEQ.
General management is a mixed bag, with some companies being open to internationals, but quite a few being not. If you are coming to business school just to do general management, think again and broaden your horizon. Another interesting phenomenon I noticed that for general management, a lot of companies didnt show up for internships, and quite a few were open to internationals : so the situation is better during full time recruiting.
Investment management: I am not even close to being an amateur in this sector, but seeing what I see, I realise why it might be hard for an international to get an IM gig. The basic problem in my mind is that most IM firms are pretty small, and they dont have the muscle or the interest to fight the visa juggernaut. Having said that, I would defer the final judgment to someone like MaybeMBA - you should ask her because she is surely the resident expert.
Finally, marketing or brand management: I have seen this through the eyes of a classmate who really really wanted to do brand management, but she found the going super hard. First, the list of firms she could apply to was meager, and second, the firms dont tend to hire more than 1 or 2 people (generally). This makes the situation pretty hard.
If all the above makes you feel that you cant get a job being an international, that would be wrong. The fact of the matter is internationals do reasonably well in their recruitment, year after year, and this is probably because we realise our constraints coming in and put in the additional effort to overcome and work around those constraints.