These days churches and philisophical movements are easily started online. Using something like Yahoogroups to declare you beliefs and intentions will help you structure and attract a like community.
Research the different branches of Christianity. Find the one that matches your theology and enroll in a seminary of that branch. Become ordained and begin your church.
It's fairly easy to start a church if you can find enough people who agree with you. I wouldn't recommend it though. If you are unhappy with organized religion it is best to live spiritually on your own with your family.
To begin, invite friends who want to study the Bible into your home. Pray together, study together. A church is simply believers getting together and asking God's guidance.
