Why are you okay with working for a company to begin with? Presumably, whatever they pay you (perhaps your current high salary at the expensive place, perhaps even maintaining your high salary after you move to a cheaper place) is still less than the value they extract from you (most employees would like to think they "provide value").

One should think of any employment as just a temporary situation. At the moment, your life situation causes you to make the risk/reward calculation that you're willing to let a company capture some of the value you provide in exchange for steady income. Your goal should be to save enough out of that steady income so that the risk/reward calculus shifts in favor of leaving the company, working for yourself, and capturing all of the value that you provide the world.