Going independent can be a scary jump. How will I earn enough money to pay the bills? What will my spouse think? Do I know enough about development and business?
Big and scary jump.
I've been working with clients for the past 2 years doing consulting apart of my main job, and I approve everything David writes in his article.
In my experience, even if the pay is good, I find it difficult to stay on track to complete a project if it is not interesting to me. I've been in situations before where a deadline hast o be met, but I don't want to work on the project anymore... this is not a good position to be in.
As a consultant, your future work opportunities depend on what your previous clients say about you. As David says, networking is the most important tool you have.
My advice: don't rush into things. Think about what you're going to do. Read and re-read the spec before committing to anything, and learn to say no.