When I got into the trade, I was in the county engineering department working as a clone, 8-5 with good benefits, one hour comutes each way, & no where but up to move in the government. But all my friends were in construction, making lots of money working overtime, taking off to go fish or whatever or when ever. I was jealous.
So I asked around & everyone said be an Electrician. they said that Sparky showed up late, left early, never got dirty & made almost as much as plumbers. Well it was all lies but the plumbers pay part.
Don't decide too early what are you want to specialize in, but try to get your hand on everything from Residential to high rises & refineries or power generation. This will round you out. But its going to be easiest to get self employed in residential unless you make contacts in commercial. Once you got a few years as an apprentice, start soliciting side jobs like replacing lights & install new plugs, on the weekends & after work. Under bid all your friends on this forum. When customers ask if you have a license say yes. Apprentice is a license.
Remember Cheech & Chong, Up in Smoke, WHen the cop pulled them over and asked to see their license? "Its on the bumper ossifer"
Good luck.