You would like to setup something for instant in Cyprus or Seychelles using nominees as well as a holding structure. It depends on how big your business is and what exactly you try to protect and from whom!
For instant a simply way to protect your name and other personal data to be public available for a company within the EU, is to use nominees, widely used and discussed here on offshorecorptalk many times already.
If it is more complicated than this you want to have a look in the mentor Group (secret forums) to get a clue about more shady ways to protect your︀ privacy.
If it is for tax planning you want to have a tax lawyer by︁ hand. Many have setup a Seychelles holding company owning 100% of the shares of a︂ Cyprus company. This protects their privacy, their annual turnover and offer some pretty nice tax︃ benefits.
