It's been all said, but I will sum up.
To start your own InfoSec Consultancy, you need, first and formost, the ability to successfully startup ANY COMPANY...it doesn't have to be an IT Security company...if you can't start your own pizza delivery company, you won't be able to start a consulting firm. Add to that the skills, reputation, and capability to be an trusted security consultant (either by having the skills yourself, or hiring the right people with said skills and reputation) and then, maybe...MAYBE, you can make a go of it.
LLC's and startups are like @ssh0les...nearly EVERYONE has one. I know I did. Didn't do me for jack or schitt.
Not trying to dissuade you, but I doubt most of the people on this forum who I respect and look to as my equals or betters... they probably wouldn't be any more successful than I, if we went off and tried to do this ourselves. It's not NEARLY so easy or cool as it sounds.