Irishman wants to change status from L1-A to ???

[hurler]

Hello

I am an Irish citizen who moved here 06/02 on a L1-A intra-company visa. My employment was terminated due to downsizing and I am keen to stay in the country. I am well educated and have 3 US based companies that want to hire me on a consultancy basis. My plan is as follows :

Return to Ireland and set up a company.
Return on a business visa and invoice my US based clients from my Irish Company.

In order to do this I need to change my visa status from L1-A to a B-1 or E1 or E2.

My question is as follows : What is the best way to do this without leaving the US ? If I must leave the US do I have to go back to Ireland or can I save money and time by going to MEXICO?

I appreciate any advice…

thanks in advance