Why don't you open in Bosnia or Montenegro? Both are very liberal and have western banks. I have used businesses + accounts in both as offshore vehicles.
You can get a business registration, bank account and merchant account with gateway in Montenegro for a few hundred dollars and in a couple of days.
Heck, with a few thousand dollars you can register your own bank in Montenegro.
Nik, if the solution is to open a company in another country, I'd rather do it in the UK, which is even more sophisticated than the ones you mention, and is only a couple hours' flight away. Actually, I did it already. ;)
You can get a business registration, bank account and merchant account with gateway in Montenegro for a few hundred dollars and in a couple of days.
Heck, with a few thousand dollars you can register your own bank in Montenegro.