If your feeling fed up of feeling used then working for a big company is probably only going to make that worse.
Steady job now, could try setting up on your own but in your own time, evenings & weekends etc. Get a feel for how it will go from that but keep the steady wage coming in. It'll probably cost you at the very least a scheme membership if England/Wales based, after that is likes of insurance/test gear/tools/plant etc.
I'd reckon the reason you maybe can't find anywhere else to work is that generally there isn't any jobs about. Agency work perhaps, but I wouldn't like to be relying on any of that.