1) Using all the knowledges and skills I developed during 5 years as an employee to finally build my own SaaS is a very great feeling.
2) Building a one man SaaS forces you to leave your comfort zone. I've learned new languages/frameworks. I've learned about security and infrastructure (I use a dozen of AWS services, I've never touched AWS before that). I've written a CLI to deploy my front-end on S3. I've learned how to integrate a billing system. I've learned to study my market and my competitors, to make a roadmap and prioritize the tasks, to find a good domain name, to find my first beta testers. I've learned how to create a legal entity in France and get some financial helps. I've never learned as much as in the last 5 months.
3) Being able to work when, where and how you want is an amazing thing. Not having to debate during long meetings and convince all your colleagues about every business, UX, technical or design choices feels so much more productive. Having to make all the tough decisions alone teaches you a lot.
Even if my SaaS doesn't become successful, I will regret nothing, it's the best experience in my career.