For me having my own business (self-employed) is a lifestyle choice, not monetary. Most weeks you probably work more hours and you do have more bosses, this is the downside. However, you can take a healthy amount of vacation time to recharge, which most jobs don't allow in the US. Your standard 2-3 weeks just isn't enough to not burn out and lose focus. Of course doing what you love helps too and makes all the long hours worth it.