Where should I begin as an IT Consultant?

This may seem like a vague question. Lately I have been pondering opportunity of branching out as a small business IT Consultant. I am looking to start off with one or two clients to get my feet wet. Should I look to start off as a sole proprietor, LLC, etc? How do I go about obtaining the clients that I desire (marketing, advertising, etc). I am kind of looking for a guided hand if someone has any advice that they are willing to lend. Thanks.