I work for myself as well so I can relate to everything you said. The only thing issue with working for yourself is a lot of the time you can't knock back work, which means I struggle to take many days off throughout the year. But you know what? I wouldn't change it for the world. I love being my own boss.
When we started out self employed, it was tough, so so tough, and many risks were taken, as well as many sacrifices. The wage I was taking was just enough to cover the bills. But when you work so much, the time flies in, and soon enough all the hard work and sacrifices start to pay off. I couldn't be happier now. I know if anything did go wrong in future (touch wood) that I would struggle to work for someone else just because I am so used to being my own boss.