Don't forget to factor in Healthcare costs.
Wyoming and Texas are both no income tax states, but Wyoming only has one provider, Blue Cross Blue Shield so premiums are much higher than Texas.
I know with Texas for your first driver's license renewal you can do it online.
I've researched this a lot, and it seems like at least in the eyes of the IRS you "live" in the US if you DO NOT qualify for the foreign earned income tax credit.
Also, look into the individual 401k since you'll be self employed. Really good investment/retirement vehicle.