Most of my clients find it most advantageous to form their LLC in the state in which they reside, particularly if it is going to be a home based enterprise. The physical proximity of the business is important to combine your professional and personal branding that already exists with that of the new business.
Report Kenneth's answer
If you live in California and you form your LLC in Nevada, it's possible that you will still need to file tax info in both states. I suggest you talk to an accountant/tax professional in your state of residence.