Paul Kafasis of Rogue Amoeba has written up how they got started, and so has Daniel Jalkut of Red Sweater Software in The Road Less Traveled.

They are both good readings for anyone interested in the path to full time, working for your self, ain't going to work for The Man no more type of independence. They also reference my write up "How to become an independent programmer in just 1068 days", which tells my story of the path to indie-dom with Flying Meat.