Start a workers' collective (they're perfectly legal in the US) and run it as you see fit.
As for needing capital, some business startups need capital, some don't. It depends on the type of business. My own business started with a computer - something everyone has.
As for it being easy, you're right, it isn't easy. It's a lot more work than working for The Man. If you're not willing to put out the work, it's a little unfair to blame others that are.