- Have a talent. Preferably a marketable one.
- Work really hard, within an established industry, for a long time and become famous based on your talent. Ideally, become one of the best people around at doing what you do.
- Use your own money* to put on a show that exhibits your talent, essentially by-passing the established industry that helped make you famous.
- Sell that show to a lot of people in a really short period of time. Sell it cheap, because your costs are relatively low and they're all sunk.
UPDATE: Louis C.K. took questions on reddit recently, and the exchange is well worth reading. (Caution: between the questions, answers, and comments, there's a 100% chance of adult themes.)
*This model assumes you've already been getting rich slowly for awhile, and therefore have your own money. If this assumption is false, then you might need another model.