For instance, last week I had a few friends over for some beers and I had to work the whole time because the client had an important demo the night before. Because of the rate I was getting, I had to choose between $X/hr and hanging out with my friends. Sadly, the $X/hr won.
It is also hard to convince my Fiancee that I need to carve out 8 hours a day to do work. Yes, I'm at home all the time. Yes, I physically can go visit her mother today. However, I need time to work, and if I'm running errands all day there isn't time to ever get work done. It's hard to strike this balance and to stay hard line on "When my office door is closed, pretend I'm downtown and at work."
Overall, though, I prefer freelancing. After awhile I'm sure the lack of structure, instability and lack of benefits will cause me to jump to another full-time gig. Until then, I'm happy doing what I'm doing.