Nick tackles healthcare costs, taxes, and other potential drawbacks to becoming self-employed in this post you really need to check out if you're considering going indie. I have been self-employed for three years now (not as a software developer, though that has been part of my income), and I can tell you the uncertainty around a steady income is a real struggle. I love being self-employed and feel the stress is worth it in the long run, though.
Self-employment is not for everyone. It's hard and you have to approach it the right way. Reach out to me if you have any questions about my experience.
Let’s bust 5 myths about becoming a software development freelancer by Nick Bonatsakis