Hey Daniel,
I'll echo the others here. I just finished my 90th day as a full-time freelancer. The biggest thing I've learned thus far is having a full project plate pretty much eliminates business development.
To answer your first question, this community is by far the best I've associated with in terms of networking and leads. My participation here is not to get leads but to help others and share tips. Occasionally I'll get a ping either directly or as a referral.
As for your second question, I don't cold call and don't anticipate ever needing to, nor wanting to.
Couple tips that helped me over the past couple years to be able to go out on my own:
1. Follow Bruce's points about your site. Get some visibility. Even if you don't have a portfolio ready, at a minimum have a blog where you can share ideas, tips, etc. to show readers what you can do.
2. Follow other industry blogs, communities, groups and participate in those conversations and comment on articles.
3. Take small projects to get used to managing your time. Don't worry about money at this point. Your goal is to show you're a trusted contractor to your client. THAT will bring you return business and referrals. One of my first ever clients is still with me for two years now.
4. If you can, attend one or two of the big annual conferences. The sessions themselves are fabulous, but the face-to-face networking is invaluable.
5. Set some goals. Max # hours you can work a week. Manage 1, 2 or more projects at once? Learn a new skill.
6. Finally, be patient. It's about your passion for the craft and producing quality outputs. Your work will speak for itself.
Crush it!