Is New Mexico LLC perfect for strictly online businesses operated by foreigners?

[RedMade]

I'm running a consulting / development business and I'd like to form an LLC in the US. I have had past experiences with Delaware but the ongoing cost/requirements are not really that attractive, so I started looking for alternatives and I came across New Mexico.

From what I hear:

- No annual report/franchise tax

- Cheap state filing fee

- Private

Is there a gotcha here? I'm looking for a state with 0 internet tax (I do consulting) and no state annual report headaches or franchise fees.

P.S. I'm not from the US

 

[W4rhol]

If I remember good, even if you are an alien non-us resident and your llc money don't come from a US-Based company, you still have to do annuel report every year.
It's the same in the Wyoming.