Banks.
Stocks and commodities brokers.
Talismongers.
Alcohol - distilleries and breweries, bars, stores, all are good.
Auction houses.
Some charities.
Specialty schools.
All good suggestions, though for the most part the only two that really fits the 'help get licenses as well' portion is the bar/package store and the auction house. You need a truly disgusting amount of startup cash for a bank, stock/commodities broker is primarily 'Trix-based and won't help you in the guns-guns-guns portion of the deal, etc. etc.
The rigger votes for a vehicle repair shop (we look unsurprised)
The Sami wants a Gun World frachise
The hacker is already running a virtual software company
The mage wants a talismongers shop
The physaddept wants a Dojo
And I said a security company that is a comprehensive package of services on all fronts.
I like the last which you came up with; having reviewed my past characters, I'll say I was wrong when I said that I'd never thought of registering as a merc group. The Wyrm has had a small hacker hardware/software company for the longest time, though admittedly it being illegal anyhow doesn't do much for being above-board. Hawatari created ... something else.
Primary was a mostly-skateboard and -rollerblade Kourier Service (thank you Neal Stephenson) that also had motorcycle, auto, watercraft, and drone options. Secondary, though, was an executive protection group which included the PCs and a dozen or so 'mercenaries' who did most of the typical work.
Praesidium Services was the name of the latter, and typically got used as the name of the team. Considering the regular low-level money flow from the KS and the higher-level bodyguard cash from the latter, laundering 'run cash wasn't terribly difficult -- and the bodyguard services gave us a reason to have shops (enchanting, microtronics, vehicle, and weapons) on the premises, as well as a medical clinic, gun range, and martial workout room...