If you work for some one you only have one boss. If they screw up you get hurt bad. If you have a hundred clients if you lose one of them it hurts but should not damage you that much.
A good stepping stone is to be a consultant a consultant is a business with one and only one employee. The consultant has to work on brand recognition of himself as well as the problem solving skills to solve companies problems. Marketing is networking. Observe and learn how businesses succeed and/or fail. Observe and learn how and why projects succeed and/or fail. Consultants with business and project management skills can demand a lot. Lear the art of politics. To make the top tier of consulting you have to be a master of politics within a company. Once you have mastered all of these components of being a consultant it is time to create your own business. Find or make a product then market and sell that product.
1. Learn all nessisary skills to running a business.
2. Find or make a product.
3. Market, sell and service your product.
4. Take the risk.
5. Work/think your butt off. Running the business is just more of the problem solving skills you learned as a consultant. Note: make this line ??? before publishing to Slashdot