There's a vast difference between the two. I absolutely love being my own boss. I love being creative, independent - and working in blue jeans and slippers. It's exciting to be creative with our clients. We're generally much more aggressive than our clients when it comes to discussing what they can accomplish online.
Some people are afraid of too much success.
I have trouble relating to that fear. The most wasteful use of our time is striving to coordinate many different browsers, screen sizes and plug-in availability for any one project. It's frustrating to work without consistent standards. Creativity is limited by the need to design to the lowest common denominator. I could do so much more if there were some good standards for browsers that were followed consistently by everyone.