I'm a developer because I want to develop software, and by working for someone else, I'm paying them (with my time) to deal with all the nonsense I don't want to do. Things like marketing, infrastructure, support, etc... I'm employing my employer to let me focus on exactly what I want to.

I'm pretty early in my career and I'm certainly open to the idea of working for myself. However, there are advantages to having a job and working a little part-time contracting on the side.