There are now a record number of no-employee businesses in the US. 20.7 million according to the US Census) bringing in revenue of $970 billion in 2006. A nice graph of growth from 1997 at Small Business Trends.
Of course, some of these are on life-support, some are just tax dodges, but most are likely to be mom & pop, solo-businesses, consultancies, and many many are work from home.