So , I’m currently studying at Ekhlass International School Malaysia . I’m 14 , year 9 . I skipped year 8 btw . so , I’m taking the O-levels next year … I was wondering , should I straight away continue college after I get my O-levels result or should I take A-levels first and go to a better university … please help , currently stuck … 
I’m assuming you’re doing the Cambridge O levels. Have a look at this page, they tell you which US Unis accept O levels as entry.
http://recognition.cie.org.uk/
The better Unis need both O and A levels + They give exemptions of A level subjects taken. I can’t remember on the top of my head but it’s something like 6 credits for A levels and 3 credits for AO level subjects.
You could start of by entering a ‘middle tier’ Uni in the US that accepts O levels for admissions, then transfer to a better Uni after 2 years. Or go the community college route if you wish.
You need to continue with A Levels; most universities will want them, especially those that award financial aid to international students. In addition, since you would be 16 (?) /a minor, you wouldn’t be allowed in the dorms (you’d need to turn 18 there - and most good universities require living in the dorms since they’re part of the educational experience.)
You can do up to 6 AS Levels, and up to 4 A Levels. You’ll get credit for them and that’ll give you more leeway to choose your classes.
I know a friend who got into Oberlin (good LAC) with O Level grades, but that rarely happens. Take O and A Levels both.
it is hard to imagine anything other than a community college accepting an o level student. You need full A levels.