A good step before beginning is to incorporate. You can try to do this yourself, but an attorney makes the process much quicker. At this point, if you are starting out on your own, you may want to consider recruiting others to help. They can share in the expenses and the decision making. Finding other people that share your passion for your breed is not always easy, but local breed, obedience or all breed clubs may prove a good starting point.
Some rescues are an outgrowth of a national or local breed club.
There are both advantages and disadvantages to this. Some breed people tend to view rescue workers with suspicion. Remember, alienating people doesn't help anyone. Learning to see both sides of the issue will, in the long run, be much more productive. Some breeders will not want you around because it is a reminder of what they are doing wrong.