Setting Up A Business

In all my adult life I have known how to make extra money on top of my regular full time job. By now I should have been able to break away from my dead end job.Now the job is being moved out of state and I have the option to move with my job or find another job in the state. Right now I do not feel like working for anybody again. How fast can I set up a business to allow me to keep up with my bills?