Fog Creek, 37 Signals, GitHub, Mailchimp, WooThemes, AppSumo, Grasshopper...
There's a very well worn path from consultancy -> productized consulting -> success in software or day gig -> side project -> success in software. Patio11 bangs on about it incessantly, because he's completely right - the majority of HN readers are more than capable of launching a successful SaaS business without quitting their day job or taking a huge lump of VC.