A single Member LLC in NY (aka SMLLC) is treated as a disregarded entity for tax purposes unless you elect to be taxed as a corporation.

"A single-member LLC (SMLLC) may choose to be taxed as a corporation, including an S corporation, or to be disregarded as an entity for federal income tax purposes.

If the SMLLC is disregarded and the single member is an individual, the SMLLC will be treated as a sole proprietorship for New York tax purposes... Sole proprietorships and partnerships are subject to the personal income tax law, rules, and regulations"

So i'm not aware of any benefit of forming in outside of NY if your "brick and mortar" location will be in New York, as you are still going to pay New York state Income tax.