What types of licenses that you will need to have will depend on the laws concerning businesses in the location where the business will be in operation. Since it's more than likely that you will need to be applying for some, if not all of the types of licenses that you will be needing in person, then it would be best if you go to the place from which you will be obtaining the licenses. If your business is to be located in a city, then I would think that you can get the information the you need from City Hall or whatever place where the city government is run.
To just find the information without having to do the legwork, you could call the city government.
Also, really good places to check for information about small businesses would be
http://www.sba.gov/ and
http://www.sba.gov/ They do have some information concerning the licensing of businesses.