For my colleagues who desire to go out on their own into private practice, speaking business, etc. I highly recommend this GREAT article: How to Survive Your First Year as a Entrepreneur. Love it. Rings so true to my experience as an entrepreneur (minus the prostitutes). Great advice to anyone venturing into the fantastic world of entrepreneurship.
By the way, you still might fail on that first business. But now it’s too late for you. You’re never going back to the pencil factory. You’re an animal, you hunt in the wild, you dig your sharp teeth into flesh and enjoy it, and at the top of the mountain you roar like a lion and everyone cowers in fear."
Personally, there's no going back to the pencil factory for me (i.e., mental health agency or working for someone else in my case). LOVE working for self and CREATING!!! Tough, nerve-wracking, fantastic. If you've got the passion and heart to put yourself out there and aren't too risk-averse I highly recommend this crazy wonderful life.