I actually know a guy who did come to the US to start a sleeper cell.
I BS you not.
He even wrote a book about it; http://books.simonandschuster.com/Bl.../9781416577805
Long conversation with Kamal while helping guard him when he was in town for speaking engagements have been rather educational.
I think we do not vet the folks we let into the US nearly well enough. That quite a few just walk in through the southern border is yet another issue.