In what state can I set up an LLC for an online business?

Question Details: I want to start an online indie game company. I intend to start a brick and mortar later on in PA and manage other legal stuff. Until I change the business to a brick and mortar, the company will only be producing mobile apps. The issue is I'm not planning to move to PA anytime soon, but I would like to start my business now. I currently live in NY, can I legally set up an LLC in PA without having to set up an LLC in NY? I already have a registered agent service in mind. I personally don't see a reason to set up in NY if I'm not planning on creating a brick and mortar there.

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