A lot of this comes down to how badly the Feds want you. Another domain might buy you a thin buffer of protection, but if you're doing anything that really irks the US Government they'll go to great lengths to get you. They got the Swiss to burn a lot of their treasured banking privacy customs just to flush out off shore accounts. If you can get the Swiss to do that, you can get most any country to seize a local domain with a fraction of the pressure.