I haven't read the book that some others have been recommending, but it looks good (I respect a lot of the people who gave it favorable reviews on its website). Aside from that, I'd say you should do some research on others who've successfully followed this path. They exist -- they're just less likely to show up in tech news, which is heavily influenced by investors (who only care about big wins) and bloggers (who only care about big news).

Take a look at the early blog posts from Balsamiq's Peldi, anything by Patrick Mackenzie, the Wufoo guys, Gary Vaynerchuck, or anything from the 37Signals guys. This talk by DHH never fails to motivate me: http://www.youtube.com/watch?v=0CDXJ6bMkMY

Rob Walling's book is a nice how-to for this kind of entrepreneurship http://www.startupbook.net/

(not affiliated with the author in any way, just enjoyed the book myself)

Seconded. I'm doing a radically different thing from Rob's focus on niche web apps, so a lot of his advice didn't directly apply. But as someone taking the independent/bootstrapper approach to starting a software company, I still got quite a lot out of the book.

I'd strongly recommend the podcast as well: http://www.startupsfortherestofus.com/

Thanks!

And I'll recommend this one then: http://www.mixergy.com (I am quite active over email with the host and have arranged several of the interviews - Morten Lund and John Robb come to mind)

You might find my blog interesting: http://unicornfree.com - I just ran a series on pricing, and will be doing other practical nuts & bolts things soon. (Mixed with, I admit, no small amount of philosophy.)