You absolutely can just set up a corp and get immunity. Piercing the corporate veil is hard and requires hard proof that corp is a sham. The courts even respect

You absolutely can just set up a corp and get immunity. Piercing the corporate veil is hard and requires hard proof that corp is a sham. The courts even respect obvious abuse of the system so long as the paperwork is done correctly (see https://en.wikipedia.org/wiki/Walkovszky_v._Carlton https://en.wikipedia.org/wiki/Walkovszky_v._Carlton). All you have to do is follow the rules and your corp is valid.