The sooner you create your wedding registry, the better it is for you. It makes it easier for your guests to plan on what they would like to give you. You must carefully choose your gifts. The entire idea is that your gifts must be useful to you. You would need to take a stock of the things that you already have first. Only then, you must register. There is no point of getting something that you already have. Before choosing a store, you must research a lot. Find out which place has a good stock and which ones give you better deals. There is no hard and fast rule that you must have only one store. You can choose two or more if you find the stock good.
Once you have decided on the store you need to ask them to assign an expert to help you register. Some stores allow you register yourself with the help of a handheld scanner. Make sure you have gifts with a wide pricing mix. Not everybody will be able to afford expensive gifts. Also you must check whether the guests will have to pay extra for shipping or not.
Once you register yourself, you will need to let your guests know that. It may be a little embarrassing though. You can include the information in your invitations or even the bridal shower invitation.