Which state is right for my US company?

For most non-residents, no. Federal tax rules are the same in every state, and a company run from abroad with no US office or staff usually has little or no state income tax anywhere. What changes between states is the cost to form and keep the company, privacy, and how familiar banks and investors are with it.

Delaware is the standard for corporations that will raise money from investors, and its courts and law are well known. For a small LLC owned from abroad it mostly adds cost: the Delaware LLC tax is $400 every year. Unless investors are in the plan, Wyoming or New Mexico usually make more sense.

Then form in that state. A company formed elsewhere that operates in another state must also register there as a "foreign" company, so you pay two sets of fees and keep two registered agents.

Yes, but it takes paperwork and fees: either a conversion or domestication (where both states allow it) or a new company. It is cheaper to choose well at the start, which is why we review your plan before filing.