IMHO, as an attorney and owner/member of 4 different LLCs, I believe that is the way to go. But I don't know all of your details, so I can't offer you 'legal advice.'
Filing a company yourself is easy, especially if you are the only owner/member. If you don't want to bother, use one of the online filing services. I just used BizFilings for a new company a few weeks ago and was very pleased--I used them because I needed to expedite the filing process. But again, you can download all of the forms from the state web site (probably the Sec. of State site). There are some other items to consider. What state to choose (usually depends on where you are doing business and what kind of business you are), registering to do business in your state if you are an out of state company, etc.... Generally you go with your own state, or Delaware.
Good luck!
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