Setting up a business entity is actually not that difficult. You can do it yourself.

In California for instance, you can set up an LLC in about 5 minutes for $70. It requires filing out one form with the name of your business and the owners and mailing it in (takes a few weeks to process). In many other states you can do this online.

Once you have your Articles of Organization, you can take them to any bank and open a bank account with a credit card in about 30 minutes.