A recent article describes how Valerie Matarese started her own editing and information research company. She had moved to Italy for a traditional position with GlaxoSmithKline, and left after 5 years to improve her lifestyle by working on her own.
I particularly like this article because it shows how she struggled a bit at the beginning, and also how her service offering have changed over the years, to match changing market needs. Both true of many small businesses, but not often reported.