Why not? It's good for your career and great opportunity to network and improve your English. I don't think you'll have much advantage applying from the US but any international exposure will help differentiate you from other applicants.
If you already have 5+ years work experience, it's not much different. You'd better to start applying for MBA ASAP. If you just have less than 2 years work experience, it will help your application.But the most important is your whole package- essays, GMAT, TOFEL, GPA, and work expericence...
I want to be a manager, therefore, perhaps I will goto some industry to bet for the position. On the other hand, I have ever thought about engaging in Finance, such as investment banking. so what's you advice ?