JR - I cannot stress strongly enough to sit down for 2 or 3 hours with a top notch tax accountant.
As a qualified accountant (it's just a sideline!) I felt I knew it all. But swallowed my pride, spent Euro 1,500 on proper tax advice from a smart newly-qualifed tax adviser and saved over Euro 40,000 in one year back in 2004. Still saving Euro 5,000-6,000 p.a. from the stuff they set up for me and don't even work in that country anymore(!)
One of my better decisions.
Pity about all the others!