Hi Nick,
The process to set up a business is usually very straight-forward.
You can simply trade independently or set up are (Limited Liability) Company.
I guess this depends on the scale of the business you plan and you individual situation/circumstances.
Companies can be registered for $160-275.00 and can be completed in 24 hours.
The costs of Trademark & Copyright protection do vary depending on the nature of the product and the work involved.
If you have some specific questions I am sure members of the forum could help provide some answers.
Shawn