Over on Fab Freelance Writing Blog, I've been explaining why you need a writer's Web site if you're considering writing for publication. (BTW, if you're considering a blog, a blog IS a Web site, so you're good to go with that.)
Time Bete on Where I Live has a great post "Creating an author's Web site" which has all the info you need on how to create your own Web site. Do it. In the months and years to come, you'll be happy that you did, I promise you.