I vaguely recall discussing this with a N-reg registration agent a while ago. There is a difference between a US trust (which I believe already exists and may handle a number of planes) and a US corporation (which you set up). There are problems with the latter, in that the aircraft is expected to spend >6 months a year in the USA.
Best to speak to an N-reg agent - there are a few about, Avcorp and Anglo Trust in Jersey are two I can think of.
By far the best way is for a US citizen that you know and trust, to own the plane, and rent it to you.