When deciding on a name for your business, you ultimately need to think ahead and at the big picture in terms of its future as website. I would suggest going to a domain registrar such as http://www.domaindiscover.com >> mouseover "Product & Services" >> select "Domain Registration" . In the input box you can try variations of a business name you might be thinking of. The results will tell you if your potential domain name is available and it will also give you additional possibilities. If you find a domain or domains that you like, register them with your preferred domain registrar.
I must say that I didn't take all of this fine advice while considering the name for http://www.webillions.com/
Once you've found a name that you like and is available on the net, license the domain name at http://godaddy.com/