You will want to consider: what are the primary goals and ob<x>jectives you set for this Company?
In the best scenario, do you want it eventually to go public in the US? If that's the case, then you can consider not only the US but also an offshore jurisdiction (e.g. Cayman) as the location where the company is established.
If it will be set up in the US, then Delaware can be a preferred location unless you have some peculiar ob<x>jective for this company?
There are other factors that you will want to consider as well. Will the company be a C-Corporation, an S-Corporation or an LLC (limited liabilities company)? Will you have tax considerations in making the choice?
There are quite a number of factors that you want to weigh at this stage.