What would you do if you were going to become a self-employed software developer? You would build a network of people. End user clients, peers that could help you on bigger projects, others that you could sub-contract your services to, and a few mentors and peers that you could share with and learn. The same is true of carpentry. Being a self-employed businessman isn't for everyone, but I wouldn't want to go back. I know several successful, self-employed builders who went to work for others because they didn't want to answer calls and emails at night, look at jobs on weekends, and have the stress of being directly responsible for creating and making a budget.
I built my own house before I started working for others. Mostly, my path to being self-employed was through neighbors who had seen my hard work and their referrals thereafter. In between I spent a couple years working for a construction company. There are things about processes and many tricks that I would never have realized on my own that I learned working with others. I thought I knew more than I did, but it takes years to build a body of knowledge, but that period can be accelerated by doing your own research and thinking through your own projects as well. Learning is part of the fun and I hope I never stop learning!
Consider setting up you own business. Start simply, as a DBA or something, so that you can understand the business side. Learn what you can write off and what you can't. Consider consigning something you've built in a local art gallery or donating your work to a church auction for their outreach programs. You can start this kind of a business while you are doing your current job. You will undoubtedly incur losses at first, but gain experience and exposure. (Depending on your personal situation, you can apply some losses toward offsetting gains in your current income as you buy Festools, etc. and even carry losses over from year to year.)
