Self Managing with a company Name/LLC - First Time Investor

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I have been looking around and cannot find a clear answer/discussion on the topic, but does anyone have experience with self managing through their own property management company?

I see many people marketing their self owned/managed properties as a company for example: call Jay at JT Properties, make checks payable to JT Properties etc. This is not an outside property management company.

Does it make sense to set up a separate business entity to manage your own properties through? 

For someone who only plans to invest in 5-10 properties does it make sense to just have a generic email address, and have checks made out to you personally?

For the record I am just starting to investigate small multifamily properties in my area, looking through the biggerpockets forums, following the blogs of other investors etc.