During one of my frequent visits to the programming reddit, I stumbled across this blog by a software entrepreneur. This guy goes by the handle 'nukemanbill' and blogs about his experiences in setting up his own software company. He hasn't yet revealed what exactly his company does or specifics of the software or industry vertical it targets (for business intelligence reasons). He's just started this blog and it has only 4 posts right now (4 really long, interesting, insighful and even humorous posts) about the trials and tribulations of setting up business from scratch.
The posts seem kind of reminiscent of the 'Going Independent' series (part 1, part 2, part 3) which Angrycoder.com did a *really* long time ago, the difference being that this one's focused on developing packaged software.