We (Clerky) only support Delaware because that's where practically all startups (as opposed to regular small businesses) form. In case it's helpful, we've put together a pretty extensive explanation of why Delaware has come to be the standard for startups: https://handbooks.clerky.com/startup-incorporation/where

If you're not forming a startup and are considering Wyoming or Nevada, then I think whether you use an online service (like a registered agent) or an attorney could depend on whether you're just looking to have an entity for the sake of having one or if it's possible the paperwork will be important (e.g. if you have business partners). Unfortunately, there are no major online services similar to Clerky (in terms of legal quality) for Wyoming or Nevada, that I'm aware of, so if you fell in the latter category, I would recommend talking to an attorney. But if not, an online service could be fine.