Oh yeah - the old "Sure mate, you can be a fully qualified plasterer / plumber / electrician etc in only 12 weeks, just sign here - what? how much? nah, don't worry, we'll sort all that out with our finance company........."

Nothing but leaches
If you want to train you just need to get in touch with your local colleges - pretty much all of them run either daytime or evening courses in most trades which will get you proper qualifications without landing you with several thousand pounds of debt.
Be sure of one thing - there is NO shortcuts. You can't learn it all in a few months and get out there earning - no matter what some companies would tell you.
Depending on your age / circumstances you may well be entitled to special courses, financial assistance or even work placement schemes. Visit your local Citizens Advice office or if you have it around your way, a Connextions centre or equivelent. You never know, you might be lucky and get a decent bod in the local job centre who can give some guidance.
There is one thing you need to bear in mind though - being your own boss is great (done it myself for over 8 years now) but it will not necessarilly bring the kind of freedoms you think.
There will not be the guaranteed pay at the end of the month - no work = no pay so YOU need to make sure you are on the ball 24/7 with your work / advertising / networking etc.
There won't be any sick pay - got a cold - tough boobies pal, you need to get your work done or you will dissapoint customers and damage your reputaion. Add tot hat your own paperwork / tax / insurances / liability ins. etc, etc and it's no walk in the park.
But - if you are motivated and good at what you do then you can make your own luck, build your own security and really be in charge.
Good luck!