Most of us homebrew types just pick a name and go with it. But if you think that you want to "lock" a name or see if a name is registered you can try the government agency in your state that handles Corporate registrations, they will also handle "Fictious Name" registrations or "DBA" (doing business as)names. There is normally a fee involved as well as posting a notice in the newspaper. And if you wanted to do business nationally you would need to check all 50 states, and the US Patent and Trademark office.
Two other things to check - run a license name search of your state's alcohol licensing agency, and go to the Patent Trademark Office website and run a TESS search for trademarks. Here: Trademark Electronic Search System (TESS)