"...If you are a sole prop and not incorporated, you may need liability insurance...."
You need liability insurance either way.
If you are a sole proprietor and drop an Arri on someones head YOU will get sued.
If you are a corporation and you drop an Arri on someones head YOU will get sued and so will your corporation.
As for the original question, the EIN, SSN, TIN are all really inconsequential because you have to pay the tax man if you are operating legitimately. The only thing incorporation will get you is a savings on your social security tax of around 7 1/2%. The additional accounting issues of being incorporated may outweigh the possible net gain.