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Comment by peteretep
I ... just did it. Handed in my notice, and started looking for contracts. Jobserve is a good place to look. Find people contracting in your field, or places that hire contractors, and ask them which agencies they use. You'll always get a better rate outside of agencies, but they'll get you started off nicely. You'll make more if you start a limited company, but start off with someone like http://www.giantgroup.com/ to ease you in to it the paperwork.