From a legal point of view, a foreign corporation with no US bank accounts is your best bet. Canada sounds good to me, since a lot of what you are doing will be legal there. Take in cash here and find out how to get it there, legally and cleanly. Sure, doing that will get you attention, so you need to balance the value of that legal shelter with the increased likelihood that if your venture is successful, the way you are handling cash will be reported and scrutinized. So you better do all the reporting necessary, be squeaky clean in how you handle and report the money.
Or, to put it differently, if you are going to play games on taxes and engage in running an escort agency, you will be going away for tax evasion sooner or later.
Which then makes the form, state and tax implications of your incorporation a non-issue.
Incorporate in Canada, and most importantly, move to Canada. Register the business in every state where you plan to do business. Pay all your taxes, file everything you need to file, and be very careful about when and how you come back into this country.
All of which creates a whole new set of challenges as to how you actually run this business, but since you did not ask that question, I am answering the specific questions and following your rules.
And always beware of the trap in thinking that since you are already skirting some rules, there is no harm in skirting a few more. It is always the last one that trips you up.
Neither a lawyer, an accountant, nor a criminal, but it was a fun fantasy...