forming online retail biz with owners in 4 different states

4 of us are forming a toy company.  We'll make the toys ourselves (no employees) and sell over the Internet.  We all live in different states, are not taking salaries, 

- Since the four of us live in 4 different states -- do we have to register the business in all 4 states?

- Do we need a Federal registration?

- Do we need to get a Federal ID number? 

- Do we need to decide what kind of business structure w;re going to create, or can we simply register with a name?

Thanks.