I think you probably have several options depending upon your risk tolerance and tolerance for uncertainty.
1) If you have a strong need for stability and no tolerance for risk/uncertainty you may want to continue to work for others, but there are still ways to increase your self-sufficiency:
-Pay off revolving debt NOW. Not all debt is bad (a mortgage has tax benefits to the degree that even people who can pay cash for a house usually don't) but revolving credit card type debt IS bad. If you can't afford it now, don't buy it now, and if you used it in the past- pay it off ASAP. Only keep a credit card on hand for car rentals and hotel reservations if they won't take a debit card, and also to pay for emergencies (like a car repair) that you don't have the cash for. In the meantime, save up an emergency fund so you can get rid of the CC altogether (today, most car rental companines and hotels will take a debit card).
-Buy older used cars for a while so as not to have a car payment, then pay yourself a car payment so you can buy a better car next time. Always go with a used car- I bought a new 2004 Hyundai Sonata 1 1/2 yrs ago which now has over 40K miles on it, my dad bought a 2001 Ford Taurus today with under 60K miles. Both cars should fairly easily go another 100K miles but my dad paid barely more than half of what I still owe.
-Buy some books, or take non-credit courses at the local community college, and learn to do basic carpentry, plumbing and electrical work. Similarly, learn to fix your own car. If you don't have to pay someone else it will save you a bit of money, and to really get ahead pay yourself what you'd have had to pay a professional by putting the money into a special savings account.
-As your income increases, do not increase your expenses/lifestyle proportionally. You can make yourself a little more comfortable if you want, but be sure the increase is no more than about 50% of the raise in salary. That will allow you to put more in the bank, and allow you to weather more of a paycut should circumstances change- after a few years if you are living as if you still make $35K/yr but are making $45K/yr that is a lot of money left proportional to income to use to pay off debt or save. In the end, it will allow you to retire much earlier.
-If you are young and have the energy, put in as much overtime as you can stand or take a second job. Do it for as long as you can stand it- and PUT THE EXTRA MONEY INTO THE BANK OR PAY OFF DEBT. Have a goal time period or a target dollar amount, then stop. A second job has the advantage of being something other than your regular job- if you will work that many hours you may appreciate doing different things for part of it. Also, your regular job may not pay overtime or may not authorize it. Last, you can walk out of the extra job at any time and you won't have to worry about your employer becoming used to your working overtime and expecting it for when you are ready to stop. Overtime has the advantage of being paid time and half for the extra hours, while a second job may not even pay as much per hour as your regular rate at your "real" job.
-If you are comfortable changing jobs, try your hand at sales. It has the advantages of benefits and a regular paycheck (usually they pay a draw on commissions, or even a base salary, to help you cover the slower times) like a "regular" job, with the higher (or even nearly unlimited) upside of self-employment. Most of the people I know who really make GOOD money do it in sales. However, you still have a boss over you and a company/employer making their own demands on your time. If it turns out it isn't for you, if you try it for 6 months you should have enough time to know, and you can always move on to something else.
-If your employer has matching definately max out your 401K. Matching is a great benefit.
-Put 10% of your paycheck into savings, much of it in investments. Even the low interest of a low risk CD is better than putting it into a mattress. Invest in shorter term CDs when interest rates are low, longer term CDs when they are high. Stagger the timing of the maturity so you have some flexibility to move the money or to work like dollar cost averaging if rates are changing quickly.
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