Seychelles would be a cfc with additional complications and requirements .
You could also consider a US LLC.
That would probably interfere with my J1 visa as I can only have one employer and not have any other work activity.
But would I have to pay U.S taxes if some of my clients were american? I would offer services such as web sites, marketing etc.
Wouldn't I need a company set up in every state or how does that work?