First, there is no federal incorporation in the USA, incorporation is handled at the state level.

Second, you can go to service providers such as legalzoom.com and incorporate for as little as $100 to $300 (plus state filing fees). Lawyers will cost more but should be under $1000.

State filling fees range from $50 to $400, with most in the $100 to $200 range. Here's a list: http://www.incorporatefast.com/filingfee.asp

All that said, IMO, the one-time cost of incorporating should not be a major factor in which state you decide to incorporate in. Moreover, remember that incorporating in another state does not mean anything wrt taxes or franchise fees. And you may even have to pay a foreign corporation fee (foreign state, not foreign country).