You're contradicting yourself when you say on one hand you're used to having jobs thrown at you and then saying it's clearly a lot riskier. From my point of view there's way too many management/analyst types trying to get those management positions. The politics is no joke. You have to be really good at it and in some ways you have to have no soul.. just kidding! ok maybe a little ;-)
anyway, going solo and starting your own thing, if done right, is more rewarding on all levels. less politics, more tech stuff you love, better pay (that totally outweighs the cost of having to pay for your own insurance), better hours (however you define better hours for yourself), not having to do any "company contribution" for someone else's company, the clients treat you better because they know you're the expert, etc etc.
Granted, it took me almost 15 years working at bigger consulting firms before I wised up and went independent. And maybe I could have done it sooner, who knows. But I highly recommend it since you don't like "the politics of management". The trick is to find one good solid gig. Just one. And there are enough of those going around.