Since you are a French citizen, you can go to the US on the visa waiver program so you don't need any visas, as long as you don't stay more than 90 days.

A quick and legal option is to go to the US, and when immigration officers ask for purpose of visit, just say you are vacationing and going sightseeing and seeing a few friends. NEVER mention you have an american boyfriend as this will send alarm bells ringing. Once you're in, and depending on where your boyfriend lives, both of you can register at his local county office to get married in civil rites. Once this is done, your now husband applies for your spouse visa.