I run a somewhat profitable SaaS business. My co-founder and I are from Asia, but since my co-founder lives in the USA as of now, we currently process credit card payments in the USA and pay the tax in the USA. Since both of our families are based in Asia, we're taxed twice, once again when we bring the profits to our home country.

I'm aware of countries in Europe (and even Canada) which offer much lower tax rates, and our payment processor supports multiple countries.

Does anyone have any advice on opening a bank account in any of these countries and collecting our payments from there? I believe we also need to have some kind of physical company (unless the country allows tax to be filed as individuals). We don't need any work visas or to be otherwise physically present in the country. Any insights or pointers greatly appreciated.

P.S: Just in case this comes across in the wrong way: We're law-abiding, tax-paying people - we're just looking to see if it's worth saving an additional 10-15% of our profits if setting up a company in another country is not too much of a hassle.