Incorporation laws vary from state to state in the US, but they tend to be fairly similar. Many states do not have state income taxes for companies, and have business-friendly laws, hence the reason why so many humongous companies are registered in the tiny state of Delaware. A lot of publicly traded companies (and I think most YC-funded startups) are registered in Delaware. In Delaware, all you need in your incorporation filings is an "Agent of Record" and there are many "create your own Delaware company" type sites that provide "Agent of Record" services, including postal mail forwarding and similar.
BTW, you might want to dig on the main YC site. I recall seeing something about incorporation paperwork and such.
Once you have a US corporation, you can get an EIN number from the IRS which is basically your tax ID for filing Federal Income taxes with the IRS. Your EIN number and incorporation papers is enough to get a US bank account for your business. From there, everything else you might want to do becomes even easier.
None of the above is difficult or particularly expensive. It might cost you about $1K total, plus yearly recurring fees for Agent of Record services.