Pro tip: avoid highly specialised knowledge that can only be used in particular firms e.g. highly capitalised or regulated entities. Yes you will be paid well above market rates but it will be very difficult to convert those skills into a business because you won't have access to the market as a solo entrepreneur.
Time and again I'll see that the people who start successful lifestyle businesses started off in a lower paying, more general career e.g. web development. It works because you'll encounter problems that apply to a huge market, and you'll have past customers you can tap into to sell your product that addresses those problems e.g. WordPress plugins or invoicing software particular to your region of the world. Boring but high demand software.