Well, there are many things to take into consideration. Costs and Location and who's taking care of the animals. Do you have a trusted vet to care for the animals when they first come in and need medical attention. And if so, can you afford it or work a deal with the vet on discounted prices for rescue animals? Do you have volunteers that can help you care for, walk, feed and water, and generally help clean around the building? Do you have a building location available? Is it safe for animals to be in? Does it have heat for the winter, a/c for the summer? There's just SO many things to think about.. This link may help.
Starting a Successful Rescue
You will have to look into state/city permits from wherever you are located. For example, my state and city requirements/permits may be different from someone else living halfway across the nation, to maybe as simple as a state or town away.