I did the SuicideWinder to get back from Colonia. I parked, stripped and sold off my Anaconda and bought the Sidey and proceeded to wreak Havoc on Jaques station for all of 4 seconds before they iced me.
Took the started ship and popped back into LHS 3447 for the fastest trip back to the bubble possible. Then went over to Shinrarta and grabbed another ship.
Now with Horizons you have the choice when starting to start on a Planet. Wish thats how I started.