With the exception of KFC when I was in H.S. and the Army I've never worked for anyone else.
The myth of making your own hours and being in charge of your own life is one of my favorites, if your company is worth a $hit the customers run your life and dictate when you take time off.
I have a much different job now; I own part of the company but don't have to handle any of the real BS that I hate like taxes, and overhead BS. All I do is run around fishing for new ventures for the company. I am also finally in charge my time and life, while making some hardcore almost unbelievably easy $$$.