Zen Habits has a post up called "The Get-Started-Now Guide to Becoming Self-Employed".
As with most ZH posts, it’s well-written and thoughtful, but that’s not what I’m blogging about.
Regardless of what you think or what your W-2 says, you are already self-employed.
If you want to be successful, start thinking of yourself as a business.
Want to take a training course, but your boss won’t pay? Evaluate the course as a business investment. If it pays for itself, why not pay for it out of your own pocket? If not, you shouldn’t be surprised that your boss wasn’t willing to pay!
Your employer is your customer. Sick of your job? Sounds like you need to find a new customer base. And if no one is buying your current product, better come up with one that will sell.
Before you run out and quit your day job for the joys of self-employment, try focusing first on the self-employment you already have. If you can’t make that work, I doubt that quitting your job will make a big difference.
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(Cross-posted @ Adventures in Capitalism)