The F-1, M-1 and J-1 non-immigrant visas are granted to individuals who come to the U.S. with an educational purpose, but intend to leave the U.S. after completing their degree or program.
Thus, these non-immigrants must satisfy to the U.S. consular officer that they wish to enter the U.S. for a temporary period and for the specific purpose designed by their visa. The Student and Exchange Visa holders need to prove that they are coming to the U.S. for a temporary period, therefore that they maintain ties to their home country (financial, employment, family, etc…), and intend to leave upon their return home following their temporary visit.
The Student and Exchange Visa must be obtained through a U.S. Consulate overseas, which means that the applicant will have to apply for the actual visa from abroad, through the U.S. Embassy of his/her country of residence. However, and in specific circumstances, a change of nonimmigrant status can be done to acquire one of F-1, M-1 or J-1 status.
The most commonly used student visa is the F-1 Student visa, for individuals seeking academic education in the U.S.
The M-1 Vocational visa on the other hand is granted to individuals coming to engage in a full-time program at a recognized non-academic institution.
In order to obtain an F-1 or M-1 visa, the student has to apply and be accepted in one of the Students and Exchange Visitors Program (SEVP) approved schools.
Upon acceptance, the school will produce a certificated document (SEVIS form I-20), which will have to be presented to the consular officer at the interview at the U.S. Embassy, along with all the other relevant documentation (such as proof of ties to home country) in order to be granted the coveted visa.
The J-1 Exchange visa aims at favoring intellectual and cultural exchanges, thus an important amount of various situations such as student, researcher, professor, nonacademic specialist, physician, international visitor, camp counselor, au pair, summer student in a travel/work program, etc…
Although largely granted, the J-1 visa sometimes comes with a two-year foreign-residency requirement. The two-year foreign-residency requirement has a few exceptions:
If the two-year foreign residency requirement applies, the J-1 visa holder and his/her derivatives cannot, as a rule, be issued another visa or obtain permanent residence for the two years following the end of their J-1 visa, and therefore will have to return to their home country for those two years (but would be granted WT/Waiver visas during this period, for the citizens of the countries allowed to this program). Note that, in very specific circumstances, there are waivers which can be applied for which, if granted, can waive the two-year foreign residency requirement.