Are there any books on how to be an independent/freelance researcher?
By being an independent/freelance researcher I will assume you mean being a researcher not affilated to academia or working at a research center.
First thing you shall consider is access to research sources. For example in academia you have acess to the university library, journal subscriptions paid by the university, laboratory facilities etc. Same goes for working as a full-time researcher for a national research center or a large corporation.
Additionaly, getting funding for your research(by the government) is harder if you are an independent researcher and easier if you are at university or a corporation.
In my opinion the best case would be to fund a company which offers products/services related to your type of research (e.g if your research interests are in statistics you would consider consulting, software, visualization tools etc.) and invest a percent of your income to your research.
Of course in that case you would not be an "independent" researcher. You would still be affilated to your company, which is acceptable. Every corporation, multi-national or relatively small invests time and money in research.
You may also consider checking the following questions of SE: