I am just about to gain my CMIOSH and have worked doing general HS as a manager for 3 years in a medium sized PLC with diverse hazards (chemicals engineering moving machinery work at height retail wholesale warehouses etc) followed by 7 years managing HS for a small construction company (social housing property maintenence sector - general interior works in occupied houses, kitchen and bathroom installations, domestic electrical and gas work) where I am now. I would like to add some freelance consultancy to what I do, probably for small construction subcontractors and other small businesses (risk assessing, policies, method statements, training needs analysis, basic compliance advice etc). I'm looking for advice about what sort of trading structure might be best for me - sole trader, company limited by gurantee or shares, etc. Also for advice about what insurances I will need (PI, PL?, EL??) where might be best to get it, corporation and other taxes etc. and very importantly, how best to market my services and find suitable clients.
Any old hands want to chip in with advice that will be gratefully received.

Forgot to add: you will need strong consultancy and business management skills. Technical knowhow is not enough.

My advice is set up a ltd. company for tax/dividend efficiency and have a go, like Victor, Im self employed (ltd.) and Ill never go back to working for a company ever again.