Sorry to hear about that.
As far as being self-employed, there are some advantages, but also many disadvantages in my experience.

Mainly...
1. Everything is always your responsibility, always.

2. You work harder for the same money in my experience.

It's nice to be your own boss, but you can never "punch out", many times, I long to be able to say "It's 5 O'Clock, let some one else deal with it.", but I never can.

Then there's the paperwork side of things. Taxes, Insurance and other red tape. It also takes a lot of will power to keep your nose to the grindstone. I've found that when I'm doing Ok, but could be doing more, the temptation to let things slide creeps in.

A good example that illustrates some of the major downsides. In 2002, two of my family members got diagnosed with terminal illnesses. This put a huge strain on me and being self employed, there were no sick days or personal time. Luckily, I've developed very good relationships with my clients. Almost all of them just stalled their initiatives for a long time to let me take care of my family and do what I had to do. Still, trying to care for someone dying and having your phone bleating "Server Down" and it's ilk and knowing it wasn't going away on it's own didn't make anything easier.

Trying to get back to where I was and dealing with everything that piled up was (and to a smaller point still is) a huge ordeal.

As far as getting jobs, I've been really lucky. Outside of 1 useless ad in 98, I've never had to do anything to get them. Due to circumstance, I got friendly with a small startup (I gave up on software and took a slacker job doing 3rd party support so I could play Team Fotress with my friends, luckily my monitor sucked and couldnt' see anything, so I just played with their software when not working) and made a great impression by doing a great job with their customers and being able to do things with their own software that they couldn't.

They got bought by a big-boy and during the transition, they company pretty much wasn't there as they moved the startup from the east coast to west.

When dealing with their customers (their business was growing at an enormous rate, quadrupled in the first few weeks), I just started making up their policy and handling everything as I thought they would want. I'd have Sony on the phone, and would just handle it, make up an answer (luckily the right one) This got me in with higher ups at big boy and also got me friendly with companies I never would have gotten the time of day from.

So I really can't speak to that aspect of things and in my mind, that would be one of the bigger ones. Hopefully, someone else can speak to the difficulties involved.