Should the LLC be located in the state of the property?

[Tony Mi]

I've been researching real estate investing and it's fairly obvious that the best way to shield myself from liability is to have my real estate held in an llc. Does anyone have any recommended books or websites that detail the best ways to go about forming said llc? In my personal case, I'm looking to long-distance invest (I'm going through David greene's book currently). Is it best to have the llc in whatever state I decide to invest in, or is it better to find a state with better llc laws regarding business protection?

Thanks for your help