It's really cheap and easy to incorporate in the UK. Costs £15 and takes ten minutes [1]

The downside, if you care about such things, is that the company register [2] is freely available online too, so it's not one to go for if privacy is your goal.

[1] https://www.gov.uk/register-a-company-online

[2] https://beta.companieshouse.gov.uk/