Most people who ask this question are unprepared, unrealistic, with no money, no experience, no skills, and no plan.
If you are outside the United States, you will need a visa. The nice folks in the immigration forum can help you with that. However, it is virtually impossible unless you are highly skilled and sought after (such as a doctor, scientist, or A-List celebrity).
You need a plan: First item on the agenda is rent. A decent 1BR apartment in LA currently goes for $1200, give or take. Nicer areas and areas closer to the beach are much higher. Don't expect to move to Santa Monica and get an apartment on the beach for that much. Or Toluca Lake, or Beverly Hills.
Next, you will need a car. Los Angeles is VERY spread out, and train service is extremely limited. If you don't have a car, you will have to take a bus, which takes 3 times longer to get anywhere than a car.
All told, it generally takes about $3,000 per month to live here. If you don't have a job that pays that much or skills that can get you that kind of job, stay where you are. If you are unskilled and work for minimum wage (or for tips like bartending or waiting tables), you'll only make about $1200 per month.
And speaking of jobs, they are rather hard to come by now. College grads seeking employment are having a very tough time of it right now, since the job market is flooded with experienced people who were laid off. Unemployment is over 12% right now. Not exactly the kind of job market you want to move into.
Finally, you will need money. Landlords want first month's rent and a security deposit up front. You'll need money for food, transportation, utilities, etc. The consensus in this forum is that you need about $7500 to start out.
So there's your plan. And please don't tell us that you have dreams of being an actor or singer. That sets off another alarm. We already have a million (literally) wannabe actors in this town. Don’t even get me started.
If you are looking for safer areas, go look at www.lalife.com and read the maps.
I't just not happening, mate.