Traveling at your own pace, enjoying your trip on your own timetable is a really exhilirating experience. If you have a laptop computer that is wireless ready, you can really have a blast, especially in America and Europe where finding "computer cafes" and wireless "hot spots" are becoming more common every day.
Just make sure you have this book on your hard drive. It's got everything you need!
Speaking of computers, why not do a Google search on the words "independent travel"and "un-tours" to see what you come up with.