We did ours ourselves.  Depending on the state and the entity type, it usually just involves a form or two that can be completed online with a credit card. 

If you're creating an entity (i.e., corporation, LLC, etc.), don't forget to apply for an EIN with the IRS.  (Another online form). 

now im curious how many have paid for an agency to register their business amd how many have done it themselves ? i live in pa and they would charge me $70 to register a dba or fictitious name if i did it myself. legal zoom would charge me $300 to register it for me wich makes no sense because they claim that their fee for this service is only $99. $70 + $99 = $169  i called legal zoom to question their fees and the guy got very agitated and asked if i want their service or not ,,,,,,,,,,,,i told him i dont do business with deceptive companies. i believe i will be doing the registration on my own.