A Guide to Transcontinental Dating

First piece of advice: Don't do it.
When you see that attractive Spanish exchange girl across the campus plaza, or meet that funny British guy who plays the same game you do online, don't get interested. Yes, they are exotic and exciting, and their accents are to die for. But they live on another continent. Keep this in mind when you want to ask them for their phone number.
Let's say, though, for argument's sake, that it's too late. You've already been silly enough to get to know them, and unfortunately you've discovered that they are The One (or as near enough to The One as you'll ever find). Life without them would be empty and meaningless, you will literally die of a broken heart if you don't find some way to be together, etc., etc. I won't sugar-coat it for you - you're in for a hell of an uphill battle now. But, being the hopeless romantic you are, you probably want to do this anyway. So here's some unsolicited advice from one half of a transcontinental love affair to another:
1) Try to find a long-lost relative in your significant other's country, or a country that's related to them. For example, if your grandfather is Canadian, and your girlfriend is British, thanks to Canadia's membership in Britain's "commonwealth" and their desperate need for more citizens (the new Canadian Citizenship Act grants citizenship to anyone whose relatives left Canadia in the past, for any reason), you are eligible to apply to work in the UK. The same goes for basically every other English-speaking country except for the US. Britain's still bitter about our revolution, I guess.
2) Step one didn't work, because, say, for example, you are at least sixth generation American on both sides of your family, and your loved one's relatives have been British since the 10th century. Now what?
If you are still young enough to apply for college (or if you have any interest in graduate school whatsoever), apply in your loved one's country. Trust me, student visas are the easiest to get in the world. Really, students can just about get away with murder - you should stay one for as long as possible. Also, major in something practical (for more information on this, see: The Dark Side of College).
3) Alright, let's say you're too old for school, your loved one isn't interested in it, you're both broke and impractical about life, etc. Now what are your options? I'd say it's time to buy a rock.
Yes, marriage is not something you should take lightly. You should not rush into it. But then again, if you weren't absolutely sure that you wanted to be with this person from halfway around the world, you would have given up ages ago, right? You're in this for the long haul, so why not commit yourself fully?
Before you rush right off to the courthouse though, slow down for a minute. There are some things you should know:
a) If you marry outside of the country where you are planning to live (for example, if you want to move to the US and you wed in Cuba, or you want to live in the UK and you get married in Jamaica), it will take longer to get a visa. For your best bet if moving to the United States, you'll want to look up the K-visas, especially K-1, the fiance visa. Yes, for some reason, it is easier to get permission for your fiance to enter the country than it is for a husband or wife. Don't ask me, I didn't sign up for life in a beaurocracy.
b) Even fiance visas (these are the fast ones, mind you) take about 9 months to acquire. 9 months. Whoever invented this system is a sadistic bastard. But there you have it.
c) If you are lucky enough to be reading this while your loved one is in the country visiting you, you have another option: elope right now, and they can apply to stay here as a permanent resident. Unfortunately, this little loophole in the system is only available for the formerly ignorant - if your fiance enters the country, claims to be visiting you, but actually intends to marry you, he/she can get deported for misrepresenting their intentions to the customs officer at their port of entry. Then they can't return for another 5 years.
Again, why do we like this system?
4) One more piece of advice before I go. If you decide to go for option 3, start preparing NOW. Save every plane ticket stub from every visit you make to one another. If your passport expires, save the old one, and make a copy of all the stamps from entering your loved one's country. And take a lot of photos while you're together. You'll have to prove that you've met within the last 2 years when you apply for a fiance visa, and make a convincing argument that this guy/girl is not just marrying you in order to sneak into the country.
Then, of course, there is always:
5) The option of becoming an illegal alien. At this point, it's looking pretty darned appealing.