I started mine from scratch basically, what do you want to know?
The hard part is getting customers, I was a messenger for another service prior to starting mine so I had a few customers already, but just for comparison to illustrate what your up against, I had about 125 customers when I was with Best Courier, when I went on my own I only got 3 of those, and solicited about 100 of them. Since then Ive added about 30 more the hard way, it takes time. When your on your own the only thing that gets more work is having a spotless reputation and be fast, you have to do it better than everyone else or it wont work. You would be suprised how many companies dont care if they can save $$ or even how bad their service is sometimes. Word of mouth advertising and reputation is everything. Experience helps too, and the best way to get that is to work as a contractor for a year or two. When you contact a company looking for work make sure you speak directly to the "gatekeeper", sometimes it may be a receptionist, sometimes its an ofice manager. Office managers as a general rule dont like change, and in many cases they dont like being put on the spot or making decisions, it gets damn frustrating sometimes. With my resume and experience I should have a huge company by now, it doesnt work that way.
Couple hints:use groundbills that are custom printed, they are good advertising
seek out lawfirms, court filings pay quite well and always in demand
realestate businesses and title companies are good too
dont be afraid of sticking your neck out but be very business like
be prepared to have lots of doors shut in your face, all the usual sales stereotypes will be applied to you too, people will throw your info in the trash on your way out the door
Learn everything abut where your gonna be working, and I mean everything, you should know every little bump in the road and the name of everyone you come in contact with, people respect someone who takes the time to learn their names. Ive gotten more business cause I provide personalized service and Im conscientious about what I do. Most of all keep at it and be patient, it can get damn dsicouraging and frustrating sometimes, but persistence does pay off.