Do some research into a New Mexico LLC as well @phatboy, I registered one the other day and AFAIK there is no annual return to the NM state government - also if you're not applying for a bank account or anything you don't need to get an EIN with the︀ IRS and therefore your name is only with your registered agent and not any governments︁
edit: I do see your point though about somebody getting a subpoena and if you︂ are seriously concerned about that probably somewhere like Seychelles or Belize is best
edit: I do see your point though about somebody getting a subpoena and if you︂ are seriously concerned about that probably somewhere like Seychelles or Belize is best