I've been in business a short 6 years so far.
at first I was absolutely loving it and jumping with joy. but there are days, weeks, sometimes even months where I'm kicking myself for leaving that other job.
on a whole though I still love it for the most part. the only thing I miss from my last job was it stayed at work. once my shift was over the rest of my day was mine. no invoicing, maintenance, phone calls, estimates, etc to tie me down.
it's funny I came across this thread because it just so happens I've been going through a month of kicking myself for getting into this business.