What does it mean to work for yourself?

Let me begin by saying that being self employed and working for yourself are different. I will attempt to to explain the differences between being self employed and working for yourself.
When you are self employed you may own the business, but you really work for the client. Their schedule becomes your schedule and their compensation becomes your compensation. If it didn't then you wouldn't have the contract.
Most of us get stuck doing this (read the E-Myth Revisited) for example.
Working for yourself is different in that you control your schedule and compensation.
Do you want real control over your time and your life? Do you want freedom?