you might want to consult an attorney about your current risk and on when it makes sense for you to file as a corporation rather than a sole proprietor. generally the first consulting session is free so you shouldn't have to shell out any money to get that advice and then you have a reference point on whether you would like to use that attorney down the road. consulting an accountant could also be beneficial as he or she can advise on tax implications.
if you're just starting out, this could be a large expense that isn't necessary right away. also, when you are ready to switch from being a sole proprietor, i would suggest looking into an S-Corp as well as the LLC - a lot of times the LLC can end up costing you more to set up.
finally, when you're a small business, you should be aware that your personal assests are not necessarily fully protected by being a corporation. it does provide some level of protection, but in speaking with my attorney and accountant, i discovered that you do generally still have some personal financial exposure. so, it's not a cure-all to have the corporation status. again, i would really recommend a meeting with an attorney to discuss your particular situation.