I was terminated from a corporate position 12 years ago. The Friday I was let go, I sent out emails to all my contacts at other companies, letting them know I was on the market.
The following Monday, I had a phone call from the owner of a local publishing company, asking me to come talk to her. We chatted, I showed her some things, and ended up spending a month collecting unemployment while writing a book for her. At the end of the month, I turned in my book, and she hired me full-time.
I worked there for two years, paying off all my bills, and socking away as much cash as I could---and then, I quit, and went into business for myself. I've been on my own for 10 years, and the mortgage is still current, and there's food on the table.
Losing the cushy corporate job was actually the best thing that ever happened to me. I never would have made the leap into my own business by myself.