Please read below, listen to some recent Seeing Green episodes, and think it through before wasting your time.An LLC is useful for two things: anonymity and legal protection.

I should have anonymously dropped a copy of the movie Ghost on her welcome mat...and a week later two vouchers for the local pottery classes.

@Tatiana ZagorovskiI do recommend holding the STR in an LLC - an LLC with anonymity if possible.

The good thing is it is anonymous most of the time, which will prevent any kind of drama for you.Good luck.

On the other hand a LLC does not provide anonymity like a trust can because it is filed with a state.

You can show yourself or if you want the anonymity of a real estate agent you can! 

In my experience most people don't get any anonymity for all kinds of reasons.

What are the best states to set up this entity with regards to taxes and anonymity?  

Finally, with the use of Trusts while establishing these structures you can add a level of anonymity by removing your name from public record.Actually operating an LLC does require some discipline, but it isn't rocket science.

(For some backstory, The Rainbow Bridge is the name of a famous (with pet owners) and incredibly powerful anonymously-written poem that brings great relief to bereaved pet owners.