I've been remiss in going this long without giving a public thanks to the Indiana Small Business Development Center. They were the first place I went when trying to start this crazy business. It was actually pretty hilarious when I walked in, sat down, and opened up a box full of toy soldiers... the consultant looked at them, peering closely at the prototypes over his glasses... and with his straightest face said... "and who's going to buy these?".
He was actually really awesome, gave me dead-on advice on how to get started, bonafide with the state, and ready to roll with all the legalities. He also gave me solid advice on actually running a business... sales tactics, pricing, wholeselling, ect. Couldn't have gotten out of the starting gate without the help of the ISBDC.
Now, if you don't live in Indiana, this won't be much help to you, but I bet most states have something similar, and if you have ambitions of starting your own company, you should give them a call.