The simplest thing would be to use a free site. Try
www.contractor.com. They will give you a free site with no pop-up ads. It's very simple to do. Once you register you will be walked through a web page builder program where all you do is select what type of site you want from a list of templates and what background colors you want displayed and you can also add pictures they have from a library. You can then choose to add what ever text you want displayed on your site such as services offered, contact information, etc.
The only downside is your web address would be something like "www.contractor.com/rollingthunder".
If you want your address to be "www.rollingthunder.com" you will have to buy and register that name through Internic as Beth said. Registration costs have come down a lot over the last couple years. Some offer registration for as low as $6.95 a year.
Once you get the name then you have to find a server to host the site. The best for small sites is what's called a "virtual domain". You are not actually renting a server, but just space on a server. Check out
www.certihost.com. They have a starter package for $2.95 a month with no advertising on your site, 100 mg. space and up to 100 email addresses.
The downside to this option is you must create your own page or site. You can use notepad as Bigboy suggested, but you must know HTML code to do it. Best bet is to buy an HTML editor like Microsoft FrontPage ($100) that lets you build a site simply by inserting images, text or whatever you want on the site. It does the HTML for you. You can also find free editor programs but they are limited in their capabilities. Of course if you want to go all out you could spend about $2000 and buy Macromedia Director and do some really cool stuff.
I would tell you to check out my site, but unfortunately my server was bought out and I was basically screwed in the "takeover" so mine is down for the time being. I figured while it's down I'm going to give it a facelift. Should have it up by next week.
Les