Shoe,
I did some hour-building in the US in December 2001 - before the current rules about having to apply for the license first, but apart from that it was the same situation you are in. Although I didn't need a Visa, I would have liked to have had one to be safe - but didn't have enough time to organise it. I decided the best solution was to avoid answering any difficult questions by not telling immigration why I was there. I took with as little flying gear as a could - certainly nothing like a headset which would show up on an x-ray machine - and bought everything over there. It worked for me. Remember, though, that you have to declare currency, including travellers cheques, over a certain amount (can't remember what the limit is), so if you are taking lots of travellers cheques with you, be prepared to answer questions.
Remember, the fact that the rules say you do not need a Visa is not relevant. If the guy working on immigration the day you arrives doesn't know the rules, or doesn't know the difference between hour-building and training, or doesn't like the look of your face, you're going home, with no right to appeal.
Note that I would never suggest that anyone attempt to do anything illegal - but even when you're within the law, it's easiest to avoid being asked questions.
Once you're through immigration, though, you'll have a great time!
FFF
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