Jurisdictions:
Many jurisdictions don't want adult businesses:
Seychelles, Belize in particular.
Many offshore agents don't accept adult businesses:
Many banks don't want it too
My advice:
Tell noone that you have any adult activities. It does not help to tell anyone that you are in the adult biz except an attorney to protect yourself from legal proceedings.
Read criminal laws from different countries.
Have a non adult clean cover for your business.
The payment gateway will protect your anonymity. (example ccbill)
On bank statement the bank don't see your customers but payment gateways records.
Don't tell any banks that you sell adult. They will see payment gateways amount cashed in to your bank account which is not related to adult whatsoever.
Take into account precedence, court behavior & laws.
In This case, Gibraltar, Jersey, Cyprus & Mauritius should be ok. Many people over react with adult. However, there are few cases of websites taken down or stories of seized P**N companies anywhere in the world.