Incorporating.... where? - I will not promote

I am based in the EU and building apps. I have this idea to incorporate one single umbrella company that will have these 3 apps until one of them takes off. I am thinking of establishing in the US and here are my questions: What are the cons of incorporating in the US as a EU resident and citizen? The company will make no profit at the beginning: is tax filling in such case a burden or easy enough? in which state would you suggest to incorporate? I am looking for a cost effective solution Any hint or simila