Not your sector, but I became self employed 9 years ago, I was forced to move into self employment when I sat in a meeting with the director I reported to and called him a f*****g w*****, when I ran out of patience with him after 6 months of incompetence, I effectively became unemployable, my wife was fantastically supportive and still is, we had a 2 year old and a baby of 16 weeks, she agreed to me remortgaging the house and releasing some cash to help start the business. I still think the guy is a tosser, and he always will be, but if it wasn't for him I wouldn't have ever had the balls to do it, it's the best thing that could have happened to me, for the first 3 years I did 12 hours a day for 6 days a week, minimum, as we became more established I was able to reduce my days but maintain my income, I still work long hours but have a lot more flexibility, I never miss a school event, stalk/shoot at least once a week, and am able to give my family choice.
Go for it would be my advice, it's long hours, hard work, but you will never achieve what you are capable of or earn what you want working for someone else.