You rang? 
Yes, you should organize a business. DBA is a bad move for someone who deals with other groups of (drunk?) people as often as a DJ would. If you plan to DJ weddings and other large groups, it's not even a question - you're asking for trouble not organizing.
For a single-member LLC, legalzoom and other online options are a good, cost-effective option. However, using a lawyer is always a good idea if you can afford to do it. I know I wouldn't be able to get much sleep after filing one of their boilerplate membership agreements.
If your looking for an economical compromise between using a lawyer and just going legalzoom, you should have a lawyer draft your membership agreement and certificate, then have legalzoom file it along with the other documents. That way, you won't have to pay a lawyer to do the ministerial stuff that legalzoom can do cheaply. It should only cost you a bit more and you get the peace of mind of knowing a real attorney has your back. If you like, shoot me an email and I can suggest some options for you
Marco Santori is a lawyer in New York City who works with small and medium-sized businesses. However, he is not your lawyer and this post is not legal advice. If you need legal advice, PM him, or check out http://www.marcosantori.com