LLC for non-US owner and visa needed
Actually, only a fraction of companies registered in Wyoming actually do business in Wyoming (same with Delaware, and also Nevada and New Mexico). Also, having an LLC in Wyoming you don't really need to be in the U.S. to run the company, you can do it perfectly well in Curacao.
If you are looking for ways to move to the U.S. I would recommend you to consult an immigraiton attorney. Although there are ways for U.S. business owners to eventually migrate tot he U.S., the rules change constantly, and only an immigration attorney would be on top of the most recent regulations and rules to be able to help you professionally.