Just because everyone else has one is really not the best reason. Just like any business plan or marketing plan you must first have a plan with your web site. If you fail to plan then you plan to fail. You then have to choose a domain name.
Many businesses choose a domain name to match their business name.
Others will attempt to build a business around their name. You can check the status via either of the two links on the left. Take your time to think on a domain name your customers will remember or think of when they think of your company. Certain domain names will describe your company much better than others. There are many different companies you can register your domain name with.