I know a number of very strong Excel VBA consultants who constantly complain that other consultants who aren't "as good as them" are doing much better because they have a much stronger client network. Getting new business isn't easy even if you're a guru so, if you're considering a switch to private consulting, my advice would be not to put all your eggs in one basket. Try to build up work and clients whilst holding onto your current job. Then, when you're confident you can make a comfortable living from it, take the plunge.

Other options you might consider are VBA teaching/training or perhaps trying to get a job as a full time developer (not 100% clear from your post if you already are a full time developer or someone who's been very useful by doing VBA work on the side for your employer even though it's not part of your official role). In my experience, developer roles will typically require more than just VBA though, so you might want to check your local ads to see what skills are in demand. In my industry, Excel VBA skills typically need to be complimented by at least one of the following: C++, C# or VB .Net, Java, database (eg SQL Server, Oracle, Sybase).