Ideas for Setting-up a Consultancy

I'm considering setting up a marketing consulting company specializing
in guerilla-type marketing for small businesses and non-profits.  I'd
like to "test" this idea part-time before leaving my full-time
position.  I live in a mid-sized (2.5 million) metropolitan area. 
Does anyone have ideas on how to best go about this?  How do I secure
clients?  How much can I charge to develop a marketing plan?  Do small
businesses care enough about marketing and have the resources to
support a consultant?

Also, any recommendations for articles/books available on marketing
consulting (not consulting in general) are appreciated.