I've been self employed for a long time and just recently transitioned to a full time job. But, I've done a lot of research on this. So, here are my opinions and thoughts;
Definitely role over your costly 401k (there are usually hidden fees) into a free IRA, SEP IRA, Solo 401k or other tax deferred account at a discount broker. This also allows you to buy cheap index funds or individual stocks (what I do) versus the limited options in a corporate 401K. I would also look for incentives. Right now Schwab is offering up to $500 to open an account and fund it.
If you have highly fluctuating income you can use your low income years to convert some of your IRA holdings into a Roth IRA. You have to pay tax but you get tax free growth. And once those transferred funds vest in 5 years you can withdraw the basis with no additional tax or penalties - essentially giving you a tax free emergency fund. Work with an account as it can get complicated. But, you can convert a larger dollar amount then you will need and re-characterize a portion of the funds back to the IRA to maximize your tax bracket.
ROBS 401ks are a feature of small business 401Ks that allow for business funding with your solo 401K. So, you can buy a small business, office for your business, work truck, etc... vs. financing. there are a lot of trade offs such as the loss of tax deferred growth, complicated accounting, double taxation (Can only be a c corp), etc.. But, it is an option vs. traditional financing. There are lots of lawyers who will charge you fees to set this up but if you go to any franchise show they will show you how in the hopes that you buy a franchise.
I hope this helps!