To those of you who've gone from "working for the man" to working for yourself

[wheresmybacon]

I make a good living and have great benefits, but part of me longs for the responsibility and satisfaction I can imagine that could only come from being your own boss. Someday I'd love to take the leap and start my own business, but timing won't be right for me to seriously consider that for at least a year.

So my main question is, was it worth it? What do you regret? What would you do differently? What advice do you have for those starting a business?