I know exactly how you feel. In fact, Office Space got me to quit one job.

However, back to the real topic. Here's the option that no one seems to be saying. Why jump into freelance at the start? Why not work for someone else as a consultant first? The level of risk is much lower. You can build your network of contacts on the consulting company's dime rather than yours. Then, when you do want to start on your own, you can.