As others have stated, 'athletes' (which is the generic term the US immigration service applies to all sportsmen) can only obtain a class O-1 or P-1 visa (which are the only two relevant types of visa for
temporary residence in the USA) if they have a US sponsor. Further they must demonstrate that they have 'extraordinary ability'. I'm unaware of the exact nature of the test applied by the US authorities but it's extremely likely to be the same as that applied by the UK authorities when non-EU soccer players want to play in this country. i.e.
you must have played at international level. (It's likely that David Beckham holds either a Class O-1 or P-1 visa).
http://www.usembassy.org.uk/cons_new/visa/niv/ ability.html
To obtain a visa for
permanent residence in the USA, the only relevant category is 'Priority Worker'. To obtain such a visa you "must have sustained national or international acclaim in the field of . . athletics . . .which must be recognized in the form of extensive documentation". Further, your entry into the country "must substantially benefit prospectively the United States":
http://www.usembassy.org.uk/cons_new/visa/iv/p riorityworker.html
Basically, unless you've played for your country, your chances of getting into the USA (to play or coach soccer) are absolutely
nil.
Chris