Well, people have diff ideas on this...
But I think the best course of action is to first hold a dual citizenship with another "friendly" country, say a country you would like to visit a lot for vacations and doesn't tax it's citizens on outside earned income ( or any at all regardless where its made ). Lets say you chose Panama. Panama has no tax on outside income and has a really respectable sales tax too for living there.
Once you have that, its a lot easier ( though not totally easy ) then just being American traveling around the world. Once you get to Panama you set up your bank accounts and and companies wherever you want under you Panama Passport ( could have a bank in singapore, a company in dominca, etc )
Dual citizenship is the first place I would be looking bro, not where can I start an offshore anything.