[ISL]

Start a transformative web-commerce company, then transform it into the premier cloud-hosting company. Sell some shares. Pay a lot of good people to help you.

Seriously. Bezos is the only major player to be playing only with his own money. I think everyone else (SpaceX, ULA, Virgin, etc.) all have substantial external investment.

Space is expensive to get to. In general, you're going to need to pool a lot of capital and human effort.

If starting small is a goal, finding great Cubesat applications seems like a good place to start (but you'll need enough money to get to orbit). It looks like there is a lot of competition, though.