Programmer Entrepreneurs, What's your story?

I suggest you find a copy of Founders at work and read it. It is interesting and compelling.

It is also worth subscribing to the Stanford Entrepreneurial Thought Leaders podcast. There are some outstanding episodes in that series. (Also some duds)

EDIT:

I only name those because I think it will satifsy the craving for real-world stories that your post implies and the second one is a good survey of lectures/discussions from people who have "made it".

I'm not one to jump on the bandwagon of popular business literature so I won't recommend any books for practical application of things that worked FOR OTHER PEOPLE. You have to go out and try things on your own and make your own mistakes.

I started a business with two other programmers. Our model was similar to 37signals' model - offer consulting services to earn immediate profitability (we are bootstrapping our business and not taking outside funding), while building our own products. I've always been a business-minded person, so my role was to handle the sales & business development, marketing, account management, project management, and product management aspects of our business.

Books I would consider Must Reads are:

• Crossing the Chasm by Geoffrey Moore - he talks about the Technology Adoption Curve and how it relates to the marketing & sales strategy of your business. A product VP at a former company had recommended this book to me when I made the transition from developer to product manager. The follow-up books are also great.
• The Innovator’s Dilemma by Clayton Christensen - he talks about Disruptive Technologies and their patterns in the marketplace. The follow-up books are also great.
• Founders at Work by Jessica Livingston - she interviews various startup founders. I found this book insightful & inspirational.

I just purchased this book, after hearing great things about the author and his Learn Startup philosophy (you've probably heard of it by now too):

• Four Steps to the Epiphany by Steve Blank

I don't mean to seem spammy, but I do have a list of other great business reads on my site. The first three are my top suggestions. For more, you can look here: http://bizthoughts.mikelee.org/booklist

I hope this helps. Good luck!