Thanks for this. Locality is not an issue for me. I would gladly incorporate in the US and then ultimately move out there. Most of our customers are in the us anyway.
It may not be for you, but it might be for the people on the other side of the equation. Relocating to the US is not as easy as you might think, unless you've already got citizenship/a green card.
I'd recommend you look local; many Angels like to fund projects close to home, wherever that might be.
Are you close to Cambridge, perchance? There's a nice startup community there.