Have you considered going to London/Toronto/Vancouver? There's lots of business potential in all three places, healthcare included in taxes (though not immediately--I'm not an expert but I know from friends there's definitely a waiting period in Canada and probably in the UK). You could work a salary job for a year or two to build up contacts and then branch out on your own.

The weather is simply too cold for me in those places. I need more sun, even NY is a bit rough for me. But if healthcare is a big concern it might work for you. I know people who have worked in and loved all three.

> From where I'm sitting it seems pretty extraordinary :)

Haha, well, thanks. I guess what I'm trying to say is, there isn't a script you have to follow. The typical 9-5 American dream sounds like it's a bad script for you, but what I've done might not be any better. Try stuff out, don't live in fear of mistakes, find out what works for you.