I'm also self-employed.
One of the most important things I've learned organizationally is that your system has to be flexible enough to grow with you. If it isn't, it will fail when you need it the most. Over the last two years, my business has more than doubled, which means that I'm juggling many more projects at any given time. While doing the GTD brain dump I figured out that I'd inadvertently planned as if I had 27 hour days, simply because I wasn't fully aware of how long each commitment would take.
My own system uses ResultManager, a MindManager add-in, as the central repository for projects and actions. It's fairly expensive, but open source mind mapping tools exist, too. ResultManager syncs with Outlook, which maintains my contact database and my calendar, and also serves as a conduit to my Palm.
I'm not entirely happy with my filing methods for project-related materials. Some materials are paper, some are emailed to me, and some are things I find online. I haven't yet found a way to combine the three as seamlessly as I would like. Currently, I'm using Furl and CiteULike to manage online references, and PaperPort to manage both paper (scanned) and electronic materials that I have locally. For general notetaking and brainstorming I prefer paper, but keep undeveloped ideas, quotations, and similar materials in a local wiki (WikidPad, for now) for linkability and searchability.