Where to begin? You are asking for answers to many issues/sub-issues.
There are many reasons, but if you are a citizen of Canada - suggest you incorporate in the EU. This does not "have" to be a Gib corp.
The cheapest can be the most expensive in the end. There is little difference in hassle factor whether the corp is in the US or EU. Regarding professional advice on a corp - if you know whatever corp law already (and also the relevant laws in Canada which will prob affect taxation) - you can simply order your corp. But - if you are not familiar, get professional advice, both from your Canadian accountant/lawyer and also from a lawyer in whatever jurisdiction you elect to form your corp. Any corp formation lawyer/agent in the jurisdiction you decide on, will provide advice.
This is not something worth rushing over - take some time to get familiar with the benefits of whatever jurisdictions first. There are numerous websites covering these topics globally and generally the information is accurate, but don't fall for some "corp trader" selling companies, bank accounts et al for $2500 - deal with a recommended formation agent/lawyer
