I'm in the same kind of situation. I live and work here in the US, but under a h1-b visa. Therefore, I'm not allowed to start a business here (And God knows I exactly want to do that). From what I've learned, the best way is to apply for an E-2 visa, which allows you to enter the country in order to develop a business (And only that). One of the condition is the provide proof that you're ready to invest a substantial amount of capital in the company (A friend and lawyer told me it is usually more than 70k). That capital should strictly be for the company, your living expenses or others expenses are not included. The visa is renewable every year and with no limit of to how many time you can renew.

For more information go to http://www.uscis.gov/portal/site/uscis/menuitem.eb1d4c2a3e5b...