Should I become a software engineering consultant?

Hey all,

I am a software engineer with several years of both very low end (network drivers) and very front end (iOS, Cocoa desktop apps, .Net stuff, etc...) experience. I also am on the cusp of completing an MBA. I want to stay in the technology world, but want control over my own destiny.

I've almost decided to make the leap into software development consulting after a year long break that I spent doing business development and modelling for my employer. I have a first project in line that should keep me busy for the next 3 months but after that I have no visibility.

What can I expect? Can I really build a fulfilling career this way or am I dreaming a pipe dream?