A service mark has nothing to do with how you set up your business -- LLC, sole proprietorship, etc. You should do this regardless of whether you file a service mark or not.
A service mark protects your intellectual property - your company name/logo. This of course, does not guarantee that someone will not steal your name/logo - it simply establishes a time line of when you first started to use the name/logo for commerce & your right to claim said name/logo as yours.
My attorney, who
is not an intellectual property rights specialist, told me that often times registering your mark with your state is good enough to establish that time line. I filed a state trademark for $50 online. It was very easy to do.
Some links to help you:
Service Mark
U.S. Patent & Trademark Office