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 the IRS and therefore your name is only with your registered agent and not any governmentsOften this is true, but by the same token a lot of companies just rip you off with something you can get much cheaper by going direct. So it's hard to know which.
I will check out Wyoming, thanks. I thought that this would show the company ownership though.
edit: I do see your point though about somebody getting a subpoena and if you are seriously concerned about that probably somewhere like Seychelles or Belize is best