Foreign Workers: better to immigrate or to visit?

Many of those who want to work in the United States are faced with a dilemma - should I apply as an immigrant or as a visitor? Here is the breakdown:
The advantages of immigrating is that you get to stay in the country for the rest of your life; but the disadvantage is that because of numerical limitations, it is harder to immigrate then to visit.
Advantages of being a visitor: you get to the United States faster, and there is more of a change the USCIS will let you in. However, visitors are required to eventually go back to their home country.