It took me a while to make the jump. I started by earning my dues working too hard for two little pay with some small-time clients early on. I built up a decent portfolio that I could show off and started using that to market myself. I sent it as a link to adds I saw on craigslist. I did a couple projects on spec that I worked really really hard on and sent links to the company offering it for free. You'd think that would be a huge risk, and frankly, it is. But in fact, both of the times I did it, I got major clients. Kept building myself from there.
Yes I did. It was very hard work. I combed through hundreds of adds, sent custom replies to several dozen of the most promising and made it clear that I was offering high quality, with the unstated caveat that I was not offering the lowest price. I replied only to adds local to Boston (where I live) and said that I would be happy to come to their location at their convenience. When I did in person interview I dressed very well, and read up extensively on their companies beforehand. I did not even entertain anyone that seemed like a cheapskate or wanted to offer equity.