Would you open a retail store in just any available space you stumbled across? Of course not. You'd do your research before leasing a location in an unfamiliar neighborhood. Setting up a retail store takes a lot of advance planning--that's just as true when you're opening an online store. Do your homework, and the results will reflect it.
Where should you start planning? Read the guide to the main Web-store hosts at Quicken.com's Small Business site. The analysis is terse and to the point, but in a glance, you'll see the differences among GeoShops, iCat, Yahoo! Store, Virtual Spin and other providers. You'll also see that prices are generally less than $100 per month--which means an online shop is within almost every entrepreneur's budget.