You can just get a rented mailbox and have an agent for legal service requirements.

Form an LLC in the state of Delaware. It can pass through profits to you, but not a job: A foreign citizen may be a corporate officer and/or director, but may not work in the United States or receive a salary or compensation for services provided in the United States unless the foreign citizen has a work permit (either a green card or a special visa) issued by the United States.

easy, but more expensive way: http://www.legalzoom.com/llc-state-requirements/delaware-llc...

manual way: http://corp.delaware.gov/faqs.shtml