Well at least in the UK if you are a contractor I would say it's typical to take 500-600 pounds a day. Plus if you are self employed you can expense a lot of things that you can't as a regular employee - petrol, part of mortgage/rent, computer for work etc etc etc. Sure, you have to do your own taxes and pay your own national insurance, but overall you can be taking a lot more money home than an employee, so it's no surprise to me that people like being contractors and wouldn't convert to employees even if they were offered a permanent position.
edit: "typical" for a mid-to-senior level programmer contractor. A "contractor" doing QC in games will not take anywhere near as much.
Bear in mind that permie roles usually include pension, private healthcare, sick pay & holiday allowance. So the total comp from the permie role goes beyond the take home.
I've long worked in banking, so the 500-600 I look for with London roles assumes trading systems knowledge. So I agree, outside banking rates will be lower. FYR I'm currently working a six month C++ Windows MFC gig in Gloucestershire at 365/day. I'll be heading back into London at the end of May though...
edit: "typical" for a mid-to-senior level programmer contractor. A "contractor" doing QC in games will not take anywhere near as much.