In general, I found working for myself was more stressful. If you work for The Man, then when you screw up, it's generally The Man's problem. If you work for yourself and screw up, there's nobody to blame but yourself, and you're completely responsible for fixing it.
I'd have to agree. People always say that you can make your own hours (which is true for many), but I find myself always on the job, whether it's day or night.
