Well, this depends on a number of things. I've been going through some of this with my wife (her and my son being American, me being Canadian and wanting to legally live with and support them).
Are your family members willing to act as sponsours for you? Essentially the US gov't wants them to be willing to take responsibility for you, should you be unable to provide for yourself for the first 5 years (when you are eligible to become a citizen). The sponsour needs to be able to count you as a family member and have a household income that is 125% of the poverty level. If not, you need to have the means to provide for yourself, in the US (which is a pain because many banks won't let you open an account w/o a US social security number).
If you have a job lined up, this can also work towards the sponsourship thing, but it may affect the type of visa/application you have to file for.
One piece of advice I will give you is this: if you can afford one, hire an immigration lawyer to get you through the process. It will likely cost $2500-5000 depending on the firm (plus the $1500ish to file the applications), but its worth the money, if you run into any hassles at all. My experience with the US bureaucracy is that they are at least as bad as the Canadian one, so be prepared and a lawyer can help you be that way.