I have been self employed now since I was thirty. Now at fifty I have managed to make ends meet and see both my children grow up and make their way through uni. It hasn't been easy and I can fully understand all the above comments. My apprenticeship and training then working as a mechanic was with a large company (BT) and after experiencing the 'office politics' for many years it really was a breath of fresh air to be out on my own. I guess I was fortunate as I had been raised in 'a self employed' family so I had an insight into some of the problems that I could face. I also fortunately married into a self employed family by chance so again my wife had an understanding of what to expect. Only you can make the ultimate decision and I would suggest that if you do don't over extend yourself financially. Good luck which ever way the decisions take you.
Regards Colin.