Changing Jobs

Is there specific paperwork I need to fill out? And how do I decide between all of the firms: Schwab, Vanguard, Fidelity, Chase Investment, or should I just go with an individual? Help!

Will it transfer if I move within the state? How about outside my current state?

I recently started working for myself and will need to file my own taxes. It was suggested to me that I file for a small business license in my state (WA) when filing my own taxes, but I wasn’t told what the benefits of this are. Can’t I simply file my self-employed income tax with my SSN? Is creating a small business for my self somehow beneficial?