1. In general, if you live in California and perform your services in California, all your income is California-sourced, no matter where your clients happen to be located. You generally don't also owe state income tax where the clients are located, although there may be exceptions and I am not specifically familiar with New Jersey and Illinois requirements.
2. If California charges an $800 fee for an LLC formed in California, you have to pay that until or unless you dissolved the LLC. You pay the LLC fee even if your LLC has no income.
3. LLCs are creations of state laws. You would need to know the laws of those states to understand the benefits and any possible adverse effects of making LLCs in those states. However, if you physically live and work in California, all your world-wide income is taxed in California, even if you register LLCs in other states and have clients in other states.
