As I understand it (I'm looking for a job in the US too), if you switch jobs, the new company more or less needs to redo all the paperwork that the old one has done; and yes, being self-employed is not an option.
I also believe - but am not sure - that once you have a visa that lets you work in the US, any current tourist visa you have is cancelled, making staying there when you're between jobs is a major undertaking (at least in my case, I think it means a trip back home and to the consulates here to get the visa changed, so that may not matter all that much.)
I also believe - but am not sure - that once you have a visa that lets you work in the US, any current tourist visa you have is cancelled, making staying there when you're between jobs is a major undertaking (at least in my case, I think it means a trip back home and to the consulates here to get the visa changed, so that may not matter all that much.)