Biggest question when becoming self-employed: What do I do for health benefits?
talktomira.com
talktomira.com
What I did was to create a new budget item, setting money aside every month into a pool that could be used for medical emergencies. That doesn't help much at the start, but eventually you get enough of a bankroll to cover everything except actual catastrophes.
Other solutions are preferable if you can afford them, though.