I know exactly what you mean. I left my job to go work for myself a couple of years ago and it was the best decision I made in my life. It was scary and empowering at the same time. Scary because I'm responsible for everything and if I don't work, I don't eat. Empowering because I'm my own boss and there's not cap on my income. I don't have to be at the company for three years to beg for a $1 an hour raise.
In this day and age, it's easier than ever to start your own situation. I'm trying to constantly increase my streams of income, especially passive income, because that's where it's at. But working for myself also allows me the freedom to do what I want without having to worry about representing the interests or image of the company, because I am the company.