It's not that I object to bosses. Or a regular job.
But I really love being self-employed! There's a freedom here. And a flexibility that you don't get in the regular job world.
You can be let go from a job and never see it coming. But when you're the boss, you know what's going on. You can see disaster looming from a long way off and take steps to avoid it. This, I think, is cool.
When you're self-employed, you don't need to ask anyone's permission to change the rules. I like this, too.
And, because you're the one in charge, you can change jobs as it suits you. Over the years, I've run a Bed and Breakfast (twice), been a free-lance baker (seriously), writer, artist, dog-walker, blogger. Some of these jobs have overlapped and some have overlapped with paid employment.
It's relaxed, it's flexible, it's (dare I say it?) FUN. And to me, that's the very best reason to make your own job.