In California, where I lived and did business until a few months ago, a fictitious business name, or DBA, is registered by the county. When I moved to Oregon, I learned that it is a state-level registration here, and is called an ABN (Assumed Business Name). It was actually easier to register in Oregon where it can be done entirely online and doesn’t require a newspaper announcement to be published (as in California and states where registration is by county).
Scott at About Entrepreneurs has a good explanation of the advantages of a DBA. He doesn’t list it out state by state, but he explains the pros/cons, whether or not you incorporate.
You need to be aware, though, that a DBA is not a substitute for a business license. Those are generally required at the city or municipal level and requires a separate filing from that of your business name. Best to file for the business name first so you can use it when you register your business with your city.