the advantage of sole proprietorship (sometimes called DBA) is that it is very easy to set up.
I'd add to this by saying that if you haven't given any thought to what entity structure you want to set up, or filled out any paperwork and paid fees... then you're automatically operating as a sole proprietor. Which means that you and your business are the same entity. If you're calling the business anything other than Your Name (ie, Cherry Hill Farms), then legally you are supposed to go through the process of establishing your "DBA" name.
Let's dig a bit deeper into the liability issue that Eric mentioned. Let's imagine that someone you've paid to staff your farmers market booth drops a case of zucchini on a shopper's toe, causing a serious injury, and they sue you for negligence or incompetence or whatever it is... if you're a sole proprietor, the person can come after all your PERSONAL assets, such as your house, not just the assets of the business. Same thing for a partnership; the person can come after your personal assets, and the assets of any formal partners of the business.
If you're organized as an LLC or a corporation, then they can only come after the assets of the LLC or corporation. Your personal assets, and the personal assets of any other investors or partners in the business, are protected by the law.
The other major consideration in choosing an entity type is taxation. How do you -- and/or your investors, current or future -- want to be taxed? In sole proprietorships and partnership and S corps, all revenues are considered personal income (for you, you and your partner(s), or all shareholders, respectively) for tax purposes. LLC and C corp taxes are handled differently, and there are taxes for both shareholders and the LLC or the corporation itself.
Note that this info is only relevant in the US, and that I am neither an attorney nor an accountant, so please check in with your professionals before making any decisions
AND in many states, there are new entity options that are some versions of the above, including Flexible Purpose Corporations, Benefit Corporations, and L3Cs... that are specifically for values-based businesses (specifics vary depending on the structure). There is also B Corporation certification, which isn't actually an entity structure, but a certification for entities. If people are interested in this topic I can say more.
-Elizabeth