Starting a Home Furnishings Business In Alabama... Help, Please!

I am in the process of starting a home furnishings business in Birmingham, AL. Some of the items will be made solely in the US, and some items will be imported from other countries. I have so many questions and no understandable resourcces available at the moment!!! The business will be mainly an internet based business, with some art shows being attended, until it ramps up and then I plan on a storefront. What kind of license do I apply for? Would it be better to apply in AL or in another state like Delaware or Nevada. Is there really such a thing as these free trade states,  and countries that one hears of when researching? How do I find LEGITIMATE grants or funds that may be available to a single woman? I don't even know where to begin! I have a great business plan, strategy, and goals, however, I am stuck in the implementing stages!! Any help or advice would be wonderful!!