rjt,
You need to check to see if those names are trademarked. ASCAP, BMI and SESAC will only have names of publishers who are members of their organizations. Their lists will not be conclusive, because label names may not be listed. A typical do-it-yourself trademark search will consist of searching:
1. The Internet for identical or similar names in the same product class
2. The US Patent and Trademark Office database
3. Phonebooks/Yellow pages for other business names (do a national search for your name on
http://www.superpages.com)
For an advanced search, you can also search
4. Trade Directories (in the areas of entertainment, media, music, etc...) ASCAP, BMI and SESAC sites would be a part of this one.
5. State trademark directories
http://www.dialog.com is a information database that you can do a paid search through state trademark directories for a fee, but this is an advanced search engine and requires that you know what you're doing (it's the same one that your attorney would use to do a trademark search)
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Basically, in all of your searching, you're looking for names that are identical or so similar that the average person in the public MAY get confused between the two tradenames or marks. (e.g. You probably won't be able to use "Ruff End" if "Rough Ending" is in use --- or "Sonny Records" since there is already a "Sony Records")
If you did not find any offending names, you can then file a trademark application in the US Patent and Trademark Office. Currently, the fee is $325 per product class (i.e. CD's is a different class than t-shirts). If you can't afford the federal trademark application, you can also file with your state (in the Secretary of State's office) for much less ~$20 - $50. Be warned that a state trademark will only give you protection in that state ONLY, so you'll want to file a federal trademark registration ultimately.
I hate to be so long-winded, but this is a complex, detail-oriented area of business law and there is no simple one-sentence way to spell it out. Even so, this is just a primer, there's much more to it. You should check out a book in you local library or buy a book on the subject of starting a business.
Rev E
P.S. Of the names that you want to protect with a trademark: Your artist/band name or your studio name, I believe that I would spend money to trademark the artist/band name FIRST if money is an issue. It's more likely that you will have CDs in other parts of the country than you getting studio clients in other states. If this is too much, pay an attorney to do it for you (~$500 - $1000)