I am doing this right now. From my learning curve.
1) Figure out how to get a DBA and go get one from the county you live in. Then get a EIN (tax id number) from IRS. Everyone should should do this immediatly so that you can answer the question, "How long have you been in business?" with a big number.
2) You do not need an LLC unless you are are billing over $75,000. And then the LLC is for tax reduction purpose not protection.
3) You need professional liability insurance. There will be indemnification clauses in contracts that will bankrupt you if you do not have a policy to back you up against bullies. It may take a long time to get this. I am about to start my fourth week of working with insurance agents and their carriers to try to get something that will give me $2,000,000 coverage with $5,000 deductible. I may lose the gig if I cannot sign the contract shortly, however I cannot sign something that could bankrupt me before I could prove innocence.
4) Have a spouse that has health insurance, live somewhere with cheep health care, or not give a shit if you die, in which case you can skip (3).
5) While you are still working you should network your ass off. Volunteer with professional societies. Always have lunch once a week with people that do not work for you company.
6) LinkedIn is not Facebook.
7) Before you order business cards make sure the font for the phone number is big enough for 50-somethings to read. (I flubbed this.)
I should write a book.....