Actually, the main reason that they are here illegally is because of 2 main points.
1: The length of time it takes to get all of the legal crap done (I have heard of it taking in upwards of a year to do so).
2: The cost involved (yes, there is one). Last time I talked to a Legal Immigrant that wants her fiance' here, she told me it was going to cost somewhere around $2,000 to get him here legally, not to mention the cost (unsure how much) of the citizenship classes. It was only supposed ot cost about $700 (plus an 8 hour walk through the desert) to get him here illegally.
Working for the company that I work for, I happen to be pretty close to legal and illegal immigrants from Central America. I do not happen to know (and for my own job security, I choose ignorance right now) who is legal, and who is not. I do know that recently, they all had to provide thier picture ID (Drivers License or Work Permit) and thier SSN's (or I guess someones SSN). They all have taxes taken out of thier check, as well as medicare, Social Security and FICA (who is this FICA guy anyway?

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I think, that if you want to stop about half of the illegal immigration process, it would be simple (the other half would be more difficult). Have closer checks performed on SSN numbers given by employers, loans/financing, welfare/food stamps, and any other process that uses a persons SSN. It would not have to be an intrusive investigation, just someone that does a lot of cross-referencing. This would also create a few more jobs out there for Legal citizens, and help bolster our economy. Then the only problem would be figuring out how Social Security survives without the income that goes in from bad SSN's and never gets claimed towards the later years of the "individuals" life.