Following on from Mike's and Julia's comments.
You can be a "sole trader" to get started and be "Joe Bloggs trading as Super Duper". This is how I started my Internet business a few years back.
What I did do though, and this is optional, is I registered the Limited company at the same time but kept it dormant. I done this as I wanted to ensure that "if" I did decide to go Limited Company in the future the company name which was the same as my trading name I was using would be available. Plus the age of the Limited Company would accurately reflect the true age of what my business was (and not look like a 6 month old business even though I had been trading for 2 years).
As the business grew and I started to take on larger contracts, and the liability of the business grew I decided to start using the Limited Company and "closed" my sole trader business.
This was a very straight forward process...
I wrote to all my clients and suppliers informing them of my change of status.
I wrote to the Inland Revenue informing them that I was no longer trading as a sole trader.
I applied for a new VAT number in the Liumited company name (easier and cliener than moving the VAT number over!).
I started issuing invoices and writing letters from the Limited company rather than the Sole Trader company.
However, after saying all that it really does depend on your business as to whether you should start out Sole Trader or Limited Company. If you are investing in a lot of stock, hardware, property and so on .. or the nature of your business carries quite an element of risk, it may be worthwhile starting as a Limited company from day one.
If you business is relatevively low risk then Sole Trader would probably be the best route to go.
Good luck for the new year!