Company Registration Choices

One option author didn't mention in the "What If I Am Not in the US?" is setting up the company in an EU member state.

Companies registered in an EU member state enjoy similar privileges across the EU to what US companies enjoy across the USA. You can pick the member state with the taxation and registration regime that fits the best your company's needs; if you need low taxes, you can go to Luxembourg, if you prefer common law, you can set it up in Cyprus or the UK or Ireland, etc. Usually you don't need to be a resident of an EU member country to set up a company there, but then again, this varies by country.