There are probably at least a dozen states that you couldn't even file all the paperwork and get on the ballot as an independent, if you wait until after their convention in August to try this stunt.
As much fun as it would be eating all the popcorn required to watch this unfold, night after night, it's just NOT going to happen.
What if...she, or Obama, decided sometime in June that they didn't have a shot (super delegates defecting, etc), and announced an independent candidacy? Neither would necessarily have to wait for the convention.