Did exactly the same a few years back, had a job and then became a contractor and incorporated my own LLC. The time period was from 2004 to 2008 during which the transition happened. The best way to go about it is to ensure that you have at least one client, who would vouch for you and would stay with you when you transition, this is important, unless you have a nest egg, as it would put undue pressure for you to keep your hearth going.
All the hundred different sites, LinkedIn helps, but always ensure you have word of mouth recommendations, the selling is done by somebody else, they vouch for you and the deal is with you. Easiest to win and to keep. A good job done, will ensure you get more of such deals, and the first year would be tough, but as the branches of good word grows, you would be surprised how many references you get and get kudos for all the good job done.
But this is for a one man consulting gig, if you are to expand, have a team think of all the operational issues that come with building the team, if it is word of mouth that brings most of your business, it can be tough to keep the same quality of service with the team, the fact is they are not you.As they say mediocrity is a function of how many you have in your team.
The help I get now, is your better half taking care of the bank, invoices and other operational tasks, you do the technical stuff and you do not need to worry about the banks, paying for your Internet, getting your stationery, or printing your collateral.