Should I set up a corporation

My Band mates and I were wondering if we should have our band setup as a small corporation in the state of PA, to make things easier to copyright and such. I know very little about how corporations work but was told it might not be a bad idea for us to look into. We do want everything to be on the good side of the IRS for when we start to sell records and merchandise. Is this something we should look into or is there another better way, we do want the band to run as a business and are a little lost in the way to do it.