Seven years ago from the day that's just ending I found myself suddenly and (somewhat) unexpectedly out of a job. A quick bit of spinning and I was self employed, freelance, my own boss.
Haven't had a regular paycheque since, it's all been invoicing by the day.
Haven't looked back, either – I heartily recommend it as a lifestyle if you have a marketable skill and / or a problem with fitting into an office lifestyle.
Try to embark upon it on your own terms and at a moment of your own choosing though…