Going out on your own is the way. But it takes a good bit of time to build up a clientele. However, there are TONS of small businesses out there that are completely ill-served by the monkey boys Dell subcontracts out to tend to their service contracts.
Those boys think EVERY problem is a hardware problem. But YOU know the near opposite is the case, right? Many, many, many of their problems are almost embarrassingly dead simple to fix, but they NEED their systems and you get to look like some kind of all magical hero.
It's not for everyone, for sure. And it's not the road to great riches unless you expand and hire people under you, which is a WHOLE 'nother kettle of fish. But you can try it a side project and see how you do.