Here is a great article by Gus Mueller. He is an independent software programmer.
This article talks about how to become an independent programmer (i.e. a programmer with enough selling products to not have to work). I think this is a great model for people looking to be independent but don't want have the capital and/or desire to start a full fledge software company. In this case you can start small and grow the business. As the sole owner and employee you only have small expenses and huge tax advantages by the way.
I also like Gus Mueller's pragmatic approach to writing software. The best line is write software that will sell. That means looking at what other people want rather than what I think they need. That is a big distinction in that you need to look outside yourself for ideas that sell not just doing something that is cool.