Oh may, this is totally true :) And people think that you have always time and tons of money :D Well the best thing definitely is: every job is once done and you don't have to work with same people again. I totally cherish this!
After 2 years of freelancing, I went to work for few days a week in a company and it killed me. I felt like trapped in a cage. It's hard to search for job and manage all the things, but still, I love the freedom, even if I don't sleep sometimes :)