There is a lot of initial expense that you might not have (I didn't) thought about before starting. Use your CPA (Like Laurie said) and an attorney to set up your business entity. Schedule S corporations are pretty standard out there for small businesses, but I don't know much about non-profit. Trade names are through the Secretary of State. If you are a sole proprietor or partnership, then you will have to register trade name with dept. of rev. An attorney will help you set it up right the first time if you use an S corp or LLC (articles of incorporation, etc.) so you don't have to drop a bunch of cash later fixing mistakes.
You'll probably need some insurance, computers and stuff (I'm in I.T., so let me know if you have questions on that), accounting and bookkeeping, etc.
If you are doing retail, you'll have to get a tax ID number from the state for sales tax, and you'll need a federal tax ID to get started. Distributors and vendors don't get charged sales tax if they are selling to a reseller, so they will need to see this information before you start getting inventory at wholesale cost.
If you are getting funding from a bank, you need a business plan. You should probably have this anyways as it will help you forsee problems before you get to them. The SBA has some programs to help business people get financing. You may also need additional permits and licenses for your business. Here are some links of interest:
Occupational Licenses: www.state.co.us/oed/index
Small Business Development Center: www.coloradomtn.edu/sbdc
Dept. of Labor www.coworkforce.com
Department of Revenue www.taxcolorado.com
Secretary of state www.sos.state.co.us
Small Business Administration www.sba.gov