I'll echo mattlutze and say that the EB visas are a great track to come here in the US.

Also, I'm a foreigner with a non-immigrant visa, but that didn't stop me from incorporating and I know that if I hire someone or did business in another state I'll have to register or incorporate in that state (I got that by my own research, if that wasn't given to you then you received bad counsel).

Not anyone can just come to Europe and just live there, In the countries you mentioned, I'll need a job offer before I can even start the process to get a work visa (I can't even visit Europe without a Schengen visa).