Interested in Private Duty Nursing but don't know where to begin

I have been a nurse for 5 years (all of it in a hospital setting). I have been thinking about getting out of the hospital and doing something different. Private duty nursing sounds like something I would be interested in. I would like to cut out the middle man and wanted to know if you can work independently or is it best to work for an agency?
Thanks for any info you can offer,
Kelly