I live in a country where corruption and bureaucracy are widespread. Opening a business takes months and costs a lot of money, and will require one to hire somebody solely for handling all administrative obligations - which include submitting four tax declarations per month.
Together with another experienced programmer I want to set up a company that develops online applications. Our clients will mostly be from the US and from Europe, and for the aforementioned reasons we are not interested whatsoever in setting up this company in our home country. Rather, we are in the process of setting up a US LLC. Regarding this I have the following questions:
Be very careful about how you do this. To create the business in the US, you will need a US address, and from the point of view of the US government, you'll be operating in the US. Any country you actually do business in will probably need to have a business registered.
In response to your questions:
Long story short, while I can sympathize with the pain and overhead of the business you're looking at starting in your own country, in the long run it will probably be safer, easier and cheaper to just bite the bullet, rather than try to go somewhere else. International laws get very hairy when it comes to money and businesses operating over borders.
Hope this helps.