I went alone straight away. Never worked in a salon, I only ever done short courses specialising in what I wanted to do. Wasn't interested in massage, facials, manicure etc so went and done a nail course to learn extensions and gel polish, then gradually built it up from there. I now offer HD Brows, LVL, Lash Extensions, Semi Permanent Make Up, Cavitation Lipo, RF Skin Tightening and a few other bits. I have a home salon and I am more than busy enough, busier than I ever could have hoped for actually!
The first couple of years I muddled through using cheaper products and not charging anywhere near enough as I thought that was the best way to get clients in. Now, I charge just above what most high street salons in my area charge even though I'm a home salon, and I invested in training in well known brands and it's paid off. My best bit of advice would be to not undervalue yourself, work out your pricing properly not just based on what other people charge, and invest in training with well known brands - they sell themselves! x