Buenos dias Joseba,
the license conversion should be rather simple. I had a few students with European licenses, and the FAA had no problem in changing it in a rather uncomplicated way. The bad news is that this was before 11 Sept. Go to the
FAA website and you should find a link (Alerts: Foreign Pilots: US Certification) regarding the new precautions due to Mr. bin Laden & co.
It used to be that the FAA credited your PPL but you needed to take a written and flight test for both your IR and Comm. I stopped instructing about two years ago, so I am not as current as I should be. The cost should still be rather low.
But before you spent your money on an airline ticket, books and flight etc. it is VERY difficult to get a working visa unless you have some good connections. The pilot market also seems to be a bit worse than the European one IMHO. Remember that US Air and United laid off a lot of pilots, and others may still follow!
Good luck,
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