I am a marketing consultant based in San Francisco with more inbound requests than I can handle. I am well aware that I could make this an agency, but I am not sure that my margins would support the work. How have other solopreneurs scaled their consulting practices?
Network with people you trust. Sell them your excess leads for a percentage of what they'll derive.
Choose other freelancers, whom you might consider bringing on board if an agency emerges.
This way you have only enough collaboration initially. In other words, you're not compromising your own position by taking on added responsibility. But you retain the option to expand along more formal lines if things go well.