Any full-timers here?

Since last I posted to Folk Alley, I got tossed out on my ear from a longstanding office job, applied to everyone on Earth, got one taker, and just started in with a pretty jolly crew. Pretty much Lone Gunmen-type (talking X-Files here, not assassins) programmers and designers. Okay, there’s a spectrum here between Lone Gunmen and GQ/Cosmopolitan, but definitely trending toward the former.

In the midst of all the drama came a couple of extremely welcome playing jobs. Couldn’t help but wonder what it would be like to take a leap of faith to full-time gigging. It always seemed that a change like that would need to happen incrementally, certainly not as the result of fall-back failure. But is that necessarily true? Has anyone here done it full time, or tried it for awhile, or followed the progress of a friend who took the plunge? Do you have any experiences or general advice to share?