If there is any possible way you can take what you do and start a company, DO IT. For the longest time I kept coming up with excuses not to do it, but when I finally did, all the questions were answered.
One of the big ones was health insurance. I got an HSA (health savings account) and am paying just a little more than what I paid into my former employers plan to add my family. And actually it ends up being a better deal because not only can I write off the premiums, but the money I have to pay into the account is a tax-free inventment fund. And the money that I have to pay for a doctor visit, prescription, et.al. is also tax deductable. It's a great deal.
And the biggest benefit? Free time. My commute is from my bed to my office. I ride my bike to my son's school everyday (a little less when the weather is nasty) and grab him when he's done. I am completely in charge of my own time. Yeah, there can be stress, but it's your own deal and you can do things however you want. Working as an employee blows as far as I'm concerned. I wish I would have done this a lot sooner.
And though I have nothing whatsoever to do with this book, I recently read it and I highly recommend it: The Four-Hour Work Week.