What is the best way to set up an LLC in a non-disclosure state?

[Shayne Hastings]

I am currently in Arizona and looking to set up an LLC for my real estate properties. I was advised to set up the LLC in a non-disclosure state (New Mexico, Nevada, Wyoming, etc). I was curious if anyone had any experience/advice on what the most effective/easiest way to do it would be? LegalZoom? CPA?

Thanks so much for your help!