If I was starting a real estate broker what would be the best way to start it? Sole proprietor, or a corporation. etc...

What is best for me may not be best for you.

I would always go into owning a brokerage as a corporation personally, since you don't want to end up losing everything you own personally if one of your agents does something bad and you get sued for it.

LLC, Limited liability corporation. Check with local small business administartion or SCORE and they can help you find the paperwork necessary to draft coorporate business plan.