Is it better to setup company in Estonia vs Delaware or Wyoming?

We have been going back and forth on our decision to expand our startup reach to other countries. I have been favouring Estonia over costs however my partners and mentors have been stating again and again that Delaware has better ROI. Recently we also found that Wyoming is also good option when considering setting up company as a Non-US-Resident. We have been confused and would like to know more on this from the community.