J visa is issued to exchange student or visiting scholar. Generally you need to be waived by your native country before you change to F1 or H1 visa ( F2, H4 or other dependant visa is not limited.
Maybe you know the KY murder case several months ago, the girl is an exchange student and get waived after she graduate.
But the J visa holders I know are nomally difficult to get waived. I know a guy from stju and go to Ann Anbor for a 1 year graduate exchange and he got full assistantship after one year study. But he came back to shanghai now. Another case is an associate prof from beijing, she wants to reunion with her husband here, but she used to visit our univ one years ago, so she has to come back to china, resign her job and apply F2 to come here, actually she can get H1b here easily.