I do believe there is a reason why its a pain in the ass to get in, its called regulating your immigration. We cant let every person come in that signs the paperwork, we have to put a cap on it so we dont have a mass migration from one country to another. (god help us if all of Mexico came across our border, i'd be there shooting every one that didnt sign the paper work, pay, and wait their damned time) In my dorm I have the son of two legal mexicans and this issue drives him nuts, he brought up the same points already stated (too expensive, takes too long, blah blah) but there is obviously a reason behind it.
I'm not really a fan of this topic, i tend to avoid it unless brought up directly to my face, and the only reason i've posted is because there is a reason why it is a pain in the ass to get in. Doing it illegally doesnt make it any better.
On the "We rely on cheap labor" That is a true statement, we do, but that doesnt mean that those jobs couldnt be taken up by the unemployed US Citizens (its up to what now? 5%)