Let me be the first person to tell you that you will lose all of your money if you even dare try. Even if you saved all $200k or so, you still wouldn't have the capital to start your own network. Well, you can probably start your own network, but it wouldn't be very successful, unless of course you are planning on being your own affiliate, then it's a different story.
Option 1:
If you are trying to become a new network and you want to be the new middleman on the block (because that's what they are), then you need a lot more capital, employees to handle accounting. The accounting is both accounts payable and recievables, because advertisers need to pay you so that you can pay the affiliates. So figure you'll need at least 1 full time employee to handle all of that financial crap, the bookkeeping, taxes, W-9 forms, etc. Figure another person to handle sales, which is getting new accounts from advertisers so you can populate your network with new and exclusive offers. You'll also need someone to handle the affiliates. So total, it would be at least 3 other people, aside for yourself. Not to mention you'd need some cash for advertising/marketing of your program.
Option 2:
You want to make your own network, and also be the only affiliate, so that you can get access to some good offers without having a middleman involved. Understandable. A lot less work than option 1, but still, you'll need to get those offers from a salesman point of view. I guess you can sorta do the whole thing on your own, but it's A LOT of work and headaches involved that you don't even know about yet. You'll still need to get some affiliate software for this. Most networks use DirectTrack, which blows a fat one, and you'd have to handle all of the tech stuff on your own, and in exchange you'll maybe make $1 more per lead or sale, nothing major.
Option 3:
Stop complaining and accept that those networks are there for a reason. Do they make a lot of money? Most of them do. Wanna know why? Because they have pretty large teams where it matters. They are also well connected with eachother and advertisers. They have the capital to invest in new areas, they also have a somewhat established network of affiliates. Enough so that even though they make maybe $1 or so on every lead generated, their game is all about volume. If you can pull in $20k or more a month with any of the networks you mentioned above, they will give you super affiliate status, and bump up your payout. This way, you can continue doing what you know makes money, and you get a little incentive of making $0.25-$1 more per lead or sale. Big woop. Plus on top of that, all you have to do is fill out your W-9 form, send it to them, and collect the checks.. that's it! No headaches, no worries, no sales, no accounting reps, no employees!
You should definitely rethink what you are about to do. These networks exist and need to exist because they take the bad rap for so many shitty affiliates too. They give the whole affiliate marketing world a balance, without them, it would be pretty chaotic. So when I know that whatever offer I'm pushing, they may make a few bucks and I could be making $1 or $2 more, I'm fine with it, because they need their slice of the overall pie too.
They can say the same shit about us affiliates. Do they really need us? I think yes, but really, they can replace us and do all of the marketing on their own and reap the most benefits and whatnot, but for the most part, they don't. Why? Because the name of the game is volume, and they know they can make a hell of a lot more in the long run by giving the affiliates more money, better service, better creatives, and just really catering to our needs by keeping us happy, and in turn, that will make them and us more money.