Most people who consider alternative careers are attracted to them because of the possibility of reducing exposure to company politics, of avoiding some of the restrictions they work under in a company, and of getting more job satisfaction and control over their lives:
“It’s your baby” is a major consideration for many. Unfortunately it’s still your baby when things go wrong.
Some people want to be able to continue the activity after normal retirement age, people already well along in their careers.
A principal enticement is often envy of people who are successful and on their own.
If you’re strongly inclined to change careers, you ought to explore it. Otherwise you may look back on this as a lost opportunity for the rest of your life. If you choose to research one or more of the options, you must do it very carefully and thoroughly, as you’ll see.
In the early stages of seeing people, keep an open mind on the various options that come up. As your search progresses, things such as consulting that you weren’t attracted to originally may seem worth exploring.