I've registered a business name, and am getting a website up and ready as we speak.
I wouldn't consider myself a professional, not even close.
Doing it on the side atm, while having a full time job. If in a few years time it gets to a stage where I can live solely off photography, only then will I give up my full time job.
Each client is different. The clients I have had, have all requested a copy of the photos in digital format. This allows them to use the photos as they wish. Websites, magazines, getting printed etc.
To answer your question "Do your clients just buy the digitals or do you have to get them printed?", its up to what the client wants. So far all mine have bought the digitals, and had them printed at their own cost. All I've done is prepared each photo to be ready for print.
If you're serious about getting into this, get your name out there.
Register a business name, and get an ABN.
That way you can claim printing as a business expense, and any equipment you buy, be it lenses, flashes etc, can all be claimed back