The only caveat about the freelancer/entrepreneur route is that you have to prove that you have a bunch of money in the bank at all times. For example, over 10K euros or something like this. Because as a freelancer, they want to ensure that you are not going to become unemployed and have to live off the system, presumably.
You also have the option to work in Germany at a real job, and thereafter apply for a freelancer visa. I have heard that this is a lot easier than going straight for the freelancer visa.
Just a FYI, but before I recently got a blue card for working at a startup in Berlin, I'd applied for my second free-lancers Visa. I sheepishly showed the officer that I had like 3k in the bank at the time, and she give me a bit of a scolding and told me that it wasn't enough, and then proceeded to give me a 2 year visa.
german developer salaries are crap. in europe, only UK, switzerland and norway pay better for developers (UK is pretty decent if you are a contractor), but COL is fairly high, too
My impression was that developer salaries were not much if any higher in the UK than in Germany (currency fluctuation may have changed that at the moment, but both seemed to be about 1/2 to 2/3 or US rates last I checked).
You also have the option to work in Germany at a real job, and thereafter apply for a freelancer visa. I have heard that this is a lot easier than going straight for the freelancer visa.