It all depends on what skills you have and how much you are willing to invest to get the thing going. I started in a business that I worked in for almost 10 years, so I had some good experience and a good network. Look at things like start-up costs such as equipment, hardware, office real estate, etc.
I would highly recommend starting off small and consider trying a virtual office. The virtual office concept might seem foreign to some, but it can be a great (and inexpensive) way to conduct business if you do it right.