It's was for an investment bank, full-time 6 month contract, they were looking for someone who was strong at multi-threading and networking, and could be a lead dev. That's a rare enough combination of skills.

When working this way, do you get to keep more or less of the money as compared with a "normal" position?

Well done anyway ;-) As a lead dev myself I totally agree that people strong with multi-threading and networking are rare.

I'm actually trying to bootstrap my startup, getting people waving wodges of money in front of me to do contracting work instead is really distracting :P

Typically you get to keep more (generally 73%-75% of the amount), but you'll also need an accountant to minimize your taxes and that'll cost you about a grand a year. But in most cases it's worth it.

Gross stuff like Oracle Financials or similar big ticket ERP consulting pays about the same rate in the USA.