Open LLC in my state or where the property is?

[Chingju Hu]

Hi bp: So far I have two rental properties, I'm getting more this year and next year so i am seriously considering opening an LLC for better protections. I live in CA, rental property is in TX, MO, and considering buying in FL soon, So where should I file my LLC? In CA or one of these states? What are the pros and cons in filing in CA vs other states( tax advantage, overhead, filing fee, ongoing fee, troubles, etc) please enlighten me, thanks bp!