It depends on what kind of company you want to start:
A "C" Corp is the type that income is reported to the governments as a separate tax return as an entity by itself.
A "S" Corp is similar but the income is reported as income to the owners personal income tax.
It depends on what you want to do with the company and which way would be more bennificial inregards to liability and taxation.
You should contact a CPA to determine the comapay type then an laywer to draw up the corporate documents. S4 and UCC Filings.
I created a C corp a few years ago for a new out of state company and it cost me about 2K in legal to get it going.
You can also set up a "Home business" for next to nothing "LLC" (limited liability corporations) are popular too.
Talk to a an accountant.