You do not need a school to sponsor your visa if you are a citizen of one of the 35 countries participating in Visa Waiver Program. It is possible to apply to the TSA for category 3 (below 12500lbs MTOW) training when you are already in the US.
I also am pretty sure this isn't true, although I'd love to be proved wrong. Also the whole Part 61/141 difference often catches people out when choosing a school so be careful.
I would also recommend them.