Unless your boss is really a bad guy, you should reconsider the feeling. If it's just that you don't want to work for someone, don't work at all. Because when you have your business you work for a boss much worse than your existing one: yourself. You will eventually work for many other bosses that really don't care much about your feelings: your customers.
If you really love software development, if it's what you are made for in life, creating your own company may be very disappointing. Today you do what you love (developing software) for most of your time. When you are an entrepreneur, you handle many other unpleasant tasks. You have no choice but to increase your work hours to be able to produce valuable lines of code. You will have to do lot of administrative tasks, handle customers (requests, complaints, questions, ...), learn legal & accounting stuff, call people, sell your stuff, handle employees (requests, complaints, questions, ...), think about tons of things at the same time ... all of this increasing your overall anxiety and fatigue.
Here is a quick test to see if you, as a developer, are likely to succeed as an entrepreneur. Answer each question by true or false.
1. I dislike the sales part of the process and prefer to make the product
2. I'm a perfectionist
3. I won't accept to be paid less than my market value for an extended period of time
4. I really like to take care of the details
5. I really dislike being criticized by other people
6. I don't have any savings or personal investments
7. I have never been fired
8. I don't have friends or family that run their own businesses
9. I am afraid of losing all my assets
10. I'm an anxious person
If you answered "True" at least three times you should seriously reconsider creating your company.
If you really want to start your own business, consider creating a consultancy company first, then create your products later. Many successful software companies started like this. It works because the services (much more easy to get money from) pay the bills while you develop your products. If the product fails, it is no big deal.