You can’t be your own agent in a state where you don’t live, so forming in Wyoming or Delaware from elsewhere always means paying one. Beyond that, people use a service to keep their home address off the record, or because they travel. Prices run from $125 to $249 a year after the first: see what each registered agent charges.
You can switch later. Changing your registered agent is a short filing with the state, usually with a small fee.
To see what an agent adds to your total, pick “Use a service” in the LLC cost calculator.