I've often found it unfortunate that there aren't more of us involved in building our own businesses, but for those who don't know where to start, a few good links:

I'd take this course (it's free from udacity from a well recognized entrepreneurship prof @ Stanford):
http://www.udacity.com/overview/Course/ep245/CourseRev/1

And also read this - describing how the opportunities have shifted and in some cases gotten a lot better:
http://37signals.com/svn/posts/3324-commercial-freedom

Discussion here:
http://news.ycombinator.com/item?id=4780514