work
I am one of those happy souls that are self employed. My company is for complicated reasons called spottedduck inspite of that things are going well these days.
Originally I began the company as a web design and hosting business, however customers of my former employers began to contact me and ask me to do contract work for them. One downside of self-employment is that you really must take work where-ever it comes from.
The situation isn't doom or gloom however, I usually only work three days a week, I'm sure that being paid to play with computers isn't work which means I don't really count those days as working though strictly I should.
So would I recommend self-employment? Yep, get on with it now, you'll never look back if you do your homework.
Have a look at the 'work' links on my links page to see some of the sites that I've either designed or host.