To be honest I don't think I would have done anything differently.
I've been indie from the start. I've changed a few things since starting - my rates, available services etc, but that's just figuring things out as you go along.
Like most of us I wish I hadn't given timewasters the time of day, but to be honest I really think that's just part of the learning curve. You soon start to learn who's taking the piss and who isn't.
Trust. Your. Instincts. If it doesn't feel right it probably isn't. Decide what your boundaries are and stick to them, good clients will respect them. And always ALWAYS get the money first!!