Doing it on your own...

...is not a good idea.

Here's a short recommended "shopping list" of what you will need:

Close friends who will not mind you "wetting their shoulder".
Almost everything that will happen to you, whether good or bad, will be a result of you leaving. It will take up most, if not all, of your time and your friends will be there to hear all about it. Since the throes of leaving are many, your friends are going to get a lot of kvetching. It's important that you have strong friendships that allow you to vent and that offer a shoulder you can lay your head on when needed.

A mentor/coach/person who you trust to "give it to you like it is" and whose advice you will take.
An outside person can offer an unbiased point of view/opinion something which can prove to be priceless. As the pressures of leaving raise (mainly due to financial issues) and your judgment qualities diminish, it's important to have a person who can keep you straight. Be it advice regarding a job, financials, life, whatever... find that person you trust, you'll need them. (PS If you have more than one you're very lucky!)

And most importantly:
A 100%-behind-you significant other.
Your significant other (wife/husband/life partner) is going to go through hell. And just so I'm clear: H-E-L-L, HELL! Sure, you'll be suffering an emotional, stressful fiery inferno, but for them it'll be much tougher. It'll be tougher because they have to keep life going "as usual": taking care of the kids, doing all the house chores, keeping up with their own career workload, all this while you breakdown. And watching you breakdown will not be easy—your pain is their pain, your sufferings theirs. Yet they will have to stay strong, strong enough to pick you up and set you straight... Come to think of it, "Hell" is an understatement!
When their energy levels founder—and they will—keep the above in mind and do your best to find the patience and energy to be there for them when they give.

I'd like to take this opportunity and thank my gang: my friends, my coach, my "Lifey" and most importantly my wife, my rock, who no matter how hard I came crashing down, stood strong and assuring. I couldn't have done it without you!