Yes, I’ve taken the plunge and decided to work as a free agent / freelancer / independent contractor / whatever you want to call it. As of today I’m officially “registered (Central Business Register, CVR)”:http://www.cvr.dk/Site/Forms/PublicService/DisplayCompany.aspx?cvrnr=19080684 to do business under the name “productive.dk”:http://productive.dk.
This will be my much needed escape from the corporate rat race and should (fingers crossed) allow me to keep a better balance between working life and family life. Tough as it was deciding to quit a well-paying consulting job, I’m much looking forward to once again enjoying and being passionate about the work I do.
Jesper Hvirring Henriksen
hvirring.dk 
Good luck then!
If you have been to consulting I assume you have enough knowledge to be a freelancer.
However, I still think corporations are needed (despite the rat races), at least as a stage in gaining working experience. They are a necessary product of organized human activity, no matter what those people, who are “anti” for the sake of being “anti”, say 🙂