I use a company called Brookson solutions ltd who can do you either PAYE under their unmbrella company or set you up as a ltd co. You can no longer work Ltd under an umbrealla company thanks to new HMRC rules.
As paye you get all invoicing / accs etc done for you and pay brookson a set fee per invoice. No hassle from HMRC as you are an employee of Brookson, hence no hassle from HMRC for working as a 'disguised employee'
If you go Ltd via Brookson they will set up a company for you, you will need to set up a business bank acc with their nominated bank (so they can control your acc for you) and they will do your tax returns etc for about £1200 pa.
Or as said above set up your own Ltd co (buy off the shelf from Companies house or get an accountant to do it for you). You will be looking at something in the region of £800 to £1000+ pa for your accounts to be done. It will be more work for you as your own Ltd co, doing the invoicing etc, but if you have a good accountant then you should walk away with more money than going through a management co.
drop me an email if you want more info/contacts