South Dakota is probably the easiest as you can literally do it over the phone. As far as I know, SD doesn't require documentation of sales tax payment a time of purchase.
Arizona is where I have mine licensed. But, you have to go to an Arizona DMV office to get it done. You must have documentation of having paid Sales Tax at time of purchase. Arizona's sales tax for this type of purchase is 6.9%. If the tax you paid is less than 6.9%, then you pay Arizona DMV the difference. You must have the MSO, Manufacturers Statement of Origin (I think that's it), that came with your General. Arizona will take that and issue you a Title. You must have with you a Proof of Insurance card that has "Arizona" in the title line. That's to prove to you that you have liability insurance to meet Arizona's requirement. Most any insurer can provide that. I have Progressive and it's no problem. From then on the plate is $4.95 and the OHV sticker is $25. And, I do all the renewals on line.
Utah requires you to have a mailing address in Utah. A PO box will work.
Montana is also a good state. But I believe you must have an LLC.
Nice thing about Arizona...it's pretty easy to get a cheap airline ticket to Phoenix early in the morning. Then use Uber to take you to the closest DMV office. Pay what you must, provide the documentation, get your plate and sticker. Use Uber to get you back to the airport and fly home in the afternoon or early evening. Did this for the General.
For the RZR 800, the closest DMV to Colorado is in Holbrook, AZ. That's 600 miles from home. So we towed the RZR to Holbrook, had the paperwork. Was told AZ no longer inspects your machine for being street legal. They just increased the fine if you're caught and you machine is not street legal.
Pirate