It depends on the client, really. Now, I'm speaking from a web design/development position but freelancing is freelancing. Most of the work I've gotten is through establsihed companies via friends/contacts I worked with before in another web shop or via small boutique design companies looking to outsource some work. It's good because it allows you to establish yourself and build up a clientele though there is the whole catch-22 situation of not having those contacts to network with when you're starting out. Most folks will say get yourself out there and network...go to 3d tradeshows and introduce yourself to ppl...present yourself well...have a professional looking business card.
It's also important that when you do work with a client, you get them to sign off at different points of the project or you can cost yourself a lot of time and money....really create a valid business plan and pay attention to any tax laws you may have to deal with. Independent COntractor taxes can bury you if you're not careful.
"Terminat Bora Diem, Terminal Auctor opus."