It all depends upon your priority and what you are doing now in USA. Here are my thoughts on this.

If you are studing here in USA I will NOT recommend you to quit your study and go to Australia.
If you have h1 B and really want to go to Australia for good, then I would recommend you to apply for Australian PR.
If you are financially well and you do not see any opportunities in US then you can certainly invest those finance in your study in Australia for your better future. It is easy to get Australian PR if you have degree from Australian University. After all at the end everybody looks for status no matter where you decide to settle.

Lastly if you are not doing anything productive here in USA then you can try Australia. However studying in business colleges in Australia won't do any good apart from maintaining your legal status. These days getting Australian PR with degree from  mushrooming business college is difficult.

I have heard lot of good to bad things about nepalese in Australia. Couple of my friends are good chefs in restaurants and few of them are also running some fast foods. On the other side many are just surving day to day.

What I think is it is all individual hard work and luck.