Hi Mark,
I am in a very similar situation to you. My understanding is that you need at least 3 clients if you would like to become self employed (to satisfy the AHV people).
Richard has created a great thread on how to setup your own GmbH in Switzerland.
See:
Help for Businesses/Freelancers in CH
You have the potential to be much better off than you were being employed in the UK.
I'd suggest sending a PM to Richard.
Cheers,
Charday