​What’s the best state to file an LLC in?

I’ve been researching which states offer the best benefits for forming an LLC for e-commerce. Beyond the initial and annual costs, I’ve been suggested that New Mexico, Delaware, Nevada, and South Dakota are the most “business friendly.”

Between Nevada and South Dakota, neither state collects income tax or shares information with the IRS, which seems like a great perk. I value privacy so these states look like a good option.

South Dakota feels a bit more “legit” to me, perhaps unfairly, since Nevada has a reputation tied to gambling. I might be overthinking it, though.

I plan to avoid Legal Zoom or any other LLC service and go with just a registered agent instead. Has anyone here incorporated in South Dakota? If so, which registered agent did you use, and would you recommend them?

Also, are there any other states you’d recommend for forming an LLC for an online business, and why?

If I incorporate in a different state but operate my e-commerce business in my home state, should I be concerned about foreign corporation fees? I’m running an online e-commerce business, so I don’t think the specifics matter too much. But if more details would help, here goes. (I would also like feedback on this business idea.)

The concept taps into the intersection of education, DIY hobbies, and sensory experiences. I’m trying to sell themed “micro-archeology dig kits” were the customer gets a compact, hand-crafted dig brick made from hardened sand-clay. Small artifacts embedded inside. A mini chisel and brush set.