Top Consulting advice

Hi,

I introduce myself: I am a 22year old italian, I have a "first class" degree in mathematics at Imperial College London (constantly in the top10 world unis), currently obtaining an MSc International Management from CEMS (world #2 MSc Management by FT) attended at Bocconi Milan and HEC Paris (#1 europe business school).

For now, my work-related experience is poor: I have some voluntary work (e.g. 1 month teacher in Nepal) and I attended a Bain and Company Business Course. My CV also comprehends a good list of various prizes. I Know english, italian and some french.

My career plan is to start in a top (strategic) consulting firm, I have some questions:

1. I would like to get hired in the US (e.g. NYC or SF), does the fact that I am an EU citizen create some problems (Visa etc)? Would you suggest to look for a job in the US only once I have an important internship in europe or is it possible to find an internship in the US directly? (this question relates to the willingness of employers to provide visas)

2. In summer 2013 I will have to get an internship, I will for sure look for one in a top consulting firm.. which locations would you suggest for my plans?

3. Other advice considering both my plans and my present CV ?

Thanks
Alessandro