This is the usual path a lot of folks take:
F1-->OPT*-->H1B-->GC*
*OPT = Optional Practical Traning (one year, and you're still on F-1 at that time). You can work anywhere, as long as it's within the field of study.
*GC = green card (permanent residency)
You will need an employer who wants to sponsor you throughout this process. If you're planning on being a pilot.. as mentioned, you can pretty much forget about it...
H1B and GC steps require quite a bit of paperwork, including approvals from DoL (dept. of labor) and they take quite a bit of time (esp. the GC... avg. 2 years or more). It's best to have a lawyer do all this for you, but someone's gotta pay for it
If you do not have a sponsor (employer) you can't apply by yourself.