long time reader, but this thread prompted me to join the forum again...

Main points are:
- in the science, it's very common to be hired to develop a phd within a project led by a professor. You are effectively a team member, and hence these posts tend to be funded (out of the PI's grant, you're sort of your supervisor's employee)
- however, I know people in science following their own research interests, though I think it's a bit more difficult to get funded this way

- in the humanities and the social sciences - what the OP was asking about - around 40% of the PhD students were self-funded in 2012 (HEFCE data, I imagine numbers have gone up now...). Plus, the funding is often partial (e.g. only fees). However, fees tend to be lower (we don't need lab space / equipment).

There are tons of PhD students working during their doctorate, either in uni on temporary teaching/research positions or in completely different jobs. And if someone is lucky to have parents who can afford helping, why not? If when they admit being supported by a family, they encounter such a negative attitude, I can easily imagine why they are not all raising their hands now. Similarly, I'm sorry but I don't understand the singling out of Indian/Chinese students getting accepted only because they are sponsored by their countries: also many other governments, from the US to Germany have bursaries/loan schemes, and if anything I admire the willingness to commit to more loans for the PhD (often many governments have strict conditions on sponsoring students to do a PhD abroad, including going back to home country, work and pay back part of the loan).

In relation to jobs afterwards: no one ever asked me if I was funded or not during my PhD -it's more important how much grants one can bring in, rather than the winning of an already existing bursary for one's own PhD. Let's avoid these myths, we're supposed to be researchers... :)