Hi igneous,
Welcome to CocoonTech!
You didn't mention were you are from, and it bears on your question.The biggest barrior to starting that I have found is licensing and legal issues. Depending on your location, you might need all of the following, or various permutations.
1. Business license (may be required at the city/county/state level)
2. Contractors license
3. Zoning exception for running a business out of the home
4. Low Voltage license (installing telco, TV, computer cables, etc.)
5. Security Installers license (installing alarm systems)
6. Electricians license (see below)
7. Insurance
8. Bonding
In my area a security or electical license can replace the LV license. All three require previous experience (IIRC 2 years for the security & LV, 5 years for the electrical) and possibly some type of test. The security license may also require a criminal background check (probably a NCIC query).
I would worry the least about the electrical license. Most areas will allow someone with a contractors license to replace receptacles and switches, which covers 90% of the requirements. If you need work done in the panel or are in one of the few jurisdictions that require an electrician for ANY electical work, hire/subcontract an electrician.
Training and certification can be obtained in many ways, but of course the best way to learn something is to do it. Find a small alarm business and see if they are interested in partnering to get into new areas. Most of the major manufacturers also having traveling "road show" training classes.
If it all sounds like a major hassle, IT IS! However, take heart in some of the bozos that are already licensed. I know some gap-toothed, mono-syllable wonders, who have trouble walking and chewing gum at the same time, but still managed to be licensed electicians.
If you can get your business degree, you've obviously got a lot more upstairs than those idiots.