We started our own company, raised capital (friends and family), devoted years of our own time to it and released ENIGMA: RISING TIDE. We didn't sign a publisher on until AFTER the game was complete. INDIE all the way. To date Enigma has sold almost 250k copies.

Bad news is we only ever got paid for about 40k copies and Tesseraction (while still in existence) no longer is actively developing games. 5 years of work got moved onto a back burner.

True commercial scale indie development is very difficult and fiscally (and maritally) dangerous.