Hi Phen. I recommend reading Suzanne's 'Primer' above it will answer majority if your questions and it also have a collection of relevant links that foreign nurses need to know.
Requirements for foreign grads, including whether they need a CGFNS service or not depends on the State Board of Nursing or Board of Registered Nursing you would want to apply. Much easier to pick a State where you would want to live and work and then go to their website and see their requirements.
If your choice of State BON does not require a CGFNS Certification (includes CGFNS Exam) then you can go sit for the NCLEX-RN exam directly and use the proof of passing the NCLEX instead of the CGFNS Exam to fulfill the requirements for completion of the Visa Screen Certificate.
And if you will read some more threads here in the Int'l you will know w/c State BON are 'popular' picks by foreign nurses.
Let us know if you have follow-up questions after reading the 'stickies' and threads here.
Goodluck.