Are you able to get a greencard? How?
Unless you have one lined up I would say, that is your major concern right now. You could try the diversity lottery, if you are not already in it.
-Until which licence should I go? multi IFR CPL? CFI, CFII, MEI?-
Depends what you want to do. Most likely you will do your hourbuilding as instructor (wrong way to put it).
-How can I handle the costs beside the basics, like accomodation etc.?-
This will sound stupid but... Get A Job!!! waitressing is a possibility.
I wouldn't worry too much about which school etc. until you have the workpermit!