Our valued sponsor

Structure for Marketing Agency (Freelancer?)

Seychelles would be a cfc with additional complications and requirements .
You could also consider a US LLC.

That would probably interfere with my J1 visa as I can only have one employer and not have any other work activity.

But would I have to pay U.S taxes if some of my clients were american? I would offer services such as web sites, marketing etc.
Wouldn't I need a company set up in every state or how does that work?
 
That would probably interfere with my J1 visa as I can only have one employer and not have any other work activity.

But would I have to pay U.S taxes if some of my clients were american? I would offer services such as web sites, marketing etc.
Wouldn't I need a company set up in every state or how does that work?
You really need to consult a US tax and visa specialist. It sounds like you can't have any other job while in the US. The replies I wrote earlier is regarding the Norway side of this.