Rands has some cool advice for being a fantastic manager in a pretty big company leading a pretty big team. It isn't all applicable to managing a whole company and having no boss, as I do, or to leading a smallish team without hire and fire power, as many developers do when they first move to management. But a lot of it is. Try this for a start:
... at the end of the day when you ask, “What did I build today?” The answer will be a troubling, “Nothing”. The days of fixing ten bugs before noon are gone. You’re no longer going to spend the bus ride home working on code; you’re going to be thinking hard about how to say something important to someone who doesn’t want to hear it. There will be drama. And there be those precious seconds when there is no one in your office wanting… something.
If that resonates with you, read the whole thing. You'll be glad you did.