I'm thinking in these terms myself. I made some progress with firm but I just didn't have the volume myself.
I have set up clearing deals a few times. You need two things: 1) a broker-dealer and 2) cash deposit for the clearing firm. If you have the deposit (25k-500k depending on the firm) you might be able to hook up with a b/d and piggyback them. After that it's actually quite simple. The truth of the matter though is that clearing has gotten so squeezed over the last few years (like most of our industry) that it's usually not worth the hassle to set up your own b/d and clearing arrnagement. You can usually get the same deal for clearing from an exisiting B/D and not put up with the deposits and hassles.