Of course working for yourself also means instead of selling yourself for 6 hours once every few years, you've now taken on a full time gig selling yourself. Owning a business is 80% about sales, the other 20% is the thing you sell. If you're consulting you can take some time off selling for a few months depending on how long the contract is, but I've found that I need to constantly be on the look out to plant a seed.
Consulting can sometimes be arguably worse than the job in that aspect. At least with a salaried job some ups and downs is expected, with consulting if you are charging by the hour people demand value by the hour. I was thinking more in terms of running a SaaS or similar.
What I love about that is that you have long-term goals but it doesn't matter how you get there in the short term. So you can work like a horse for 4 days and rest for the remainder of the week. Or maybe another week you work a little bit 7 days a week.
With a consulting engagement there's usually a higher expectation of consistent proportional value delivered. It's more transactional (we pay $X we get Y).
As a salaried employee at least in many companies there's some element of the employee being a long-term asset to the company so the pressure is not as high or as consistent.
