So far my best-looking solution has been Seychelles:
- relatively cheap to incorporate
- no accounts filing/auditing
- zero tax
But I haven't pulled the pin and actually incorporated yet - I wanted to wait and hear what everybody on here thought first.
Another question that might be relevant to you as well is which broker will accept account applications for an offshore company? Will Swissquote, Saxo, or Interactive Brokers accept an application from a Seychelles company?