A month ago I also quit my job, to become an independent game producer. So currently I'm working hard on my next game, and hope to make some money from it when it's finished!
Besides that, I'm trying to create some passive income streams. Currently, I have a small blog that I'm monetizing with Text Link Ads. And I'm running a website together with my girlfriend, which is monetized with Google Adsense.
Affiliate programs haven't really worked for me (yet).
Both these sources are still small, but they will grow over time. And they buy me a little bit more time to grow in game production, and increase the chances of success!
Oh, and most importantly: I really really enjoy doing all these things! So the fact that I'm living of my savings right now doesn't bother me at all.