If what you we're doing was illegal I don't think that LLC/Corp protection would apply to you anyway, best to ask a lawyer about that.
If you wanted an offshore corp it would probably be safer to set it up in person as opposed to doing it online or email. Same thing with correspondence, either pick it up in person or else you would probably need a 2-3 tier (snail) Mail Forwarding setup to hide the offshore postmark.
Most mail is scanned and foreign postmarks (tax havens, terrorist countries) will raise flags, be careful in the post-911 era with the Patriot Act. Could cause some unwanted aggravation.
http://epic.org/privacy/terrorism/hr3162.html