New contractor need advise

Hello all, I hope this comes up in the right discussion section.

I am new to this site. I was a union carpenter for 7 years, however in this economy and with me going up in pay, i have been laid off for some time now. So i decided to start up my own contracting business. I have paid for the insurance, the license, our logo, even paid a lead company who i believe wont ever send me a single lead! I am having a hard time getting off the ground and getting work. Any advice on getting work would be extremely appreciated! I was making an excellent salary in the union, to making peanuts with unemployment. I have a large family to take care of, and i really need to find work soon.

Is using a lead company the best way to go? I am insured for residential and commercial. I would prefer to do commercial, however, I am a little skeptical. What if the GC doesn't pay right away to cover the expenses and workers? Also, in your experience, getting residential work as a new business, is it hard? Don't customers want to see previous work?

Sorry my questions are all over the place here. I am a little frustrated and have allot to ask!

Thanks in advance!