Running SaaS Outside EU

I will be launching a small one-man-show SaaS next year. I live in EU and the bureaucracy in here, especially when it comes to international trade, is INSANE. Brussels is full of clerks and red tape and that's what the entire continent looks like.

So I am looking at ways to setup shop outside of EU and avoid the trouble that EU brings. But I am not looking to move out just yet. So I wonder if there is a way to setup shop "online" somewhere outside of EU and be able to use payment gateways to legally receive payments form my users.

For example I know Bulgaria has 10% tax which would be nice. Gibraltar should have 0% but cost of setting up a business there is quite high per annum.