Same in Germany. You can get about twice the pay (if you manage to stay fully booked), though you don't save anything in taxes -- unless you count in VAT free equipment purchases and avoiding the public pension scheme.
Are you saying you can't get any of your business revenue classified as capital gains, or that capital gains are not taxed lighter than salaries in Germany?
In Finland, you actually have to participate in the public pension scheme even as an enterpreneur - this is part of the mandatory social security system.
In Finland, the first part of the dividend is taxed very lightly. That's not the case in Germany, where all dividends are taxed at the regular capital gains rate. Which yes is generally lower than your income tax rate.
But you're also paying corporation tax, which pushes the tax rate a bit above what you'd pay if you just paid the regular income tax. And then you're in another level of bureaucracy and accounting.
That was the rough situation when I was considering incorporation and abandoned the idea. Others have taken the company route and may have found ways to make it work for them.
