Lower taxes - When you work a job or self employed you are taxed at a higher rate.

Tax breaks- When you own your own business you get too right off your expenses. A car, house, vacations can all be tax right offs if you set up your business properly. And this is all legal.

More money - When you own your own business many times you earn income higher than people who are employees.

Free Time - When you own your own business you are have more time freedom.

Its your- When you work for someone else its a job you cant do anything with. When you own your own business you have built something that is yours. You can sell it or pass it on to your family.

Have you money work hard for you- When you own your own business you have greater earning potential which allows you more money to set up investment such as real estate, comonities ect NOT 401K, mutual fund etc.