I switched back to a management-level web development job in January after 4 years of self-employment and 4 years running a small web business with 5 employees. I must say that I am now less stressed, financially much better off, healthier and see my friends more than ever. I do miss the supposed freedom of self-employment, but more often than not, it doesn't really exist. You're chained to running your company and paying the bills so you can't turn down all the bad jobs and bad clients. At least in a job, thats often someone else's problem.

However, you will miss earning your own money and cringe at the thought of making someone else richer on you're time. I personally will return to running my own company eventually, but for right now, I'm quite content with my fat monthly pay check.