Its a tricky system. You can't get a credit card without having a credit history. You can't get a credit history without getting a credit card.
Also, its nice to have a credit card for expenses when you first arrive; however, you may not immediately have a Social Security Number (SSN) which might cause problems with most banks.
Keep in mind that a lot of foreign banks issue US dollar denominated credit cards, but most of the time this will not help you because it is still issued by the foreign bank. Your goal here should be to get a credit card and start building US credit history, which can help you qualify for loans, mortgages, cell phones, etc.
Here are my suggestions: