The single most important factor in the quality of your job is your boss. - Eric Jorgenson, Career Advice for Uniquely Ambitious People
You always answer to someone, no matter how independent you think you are. It's therefore in your best interest to service people whose interests align with yours, with as much overlap as possible.
If don't have a boss to answer to, you answer to your clients, or to your customers. In this sense, you are rarely ever in a position where you are completely working for yourself. Artists and the mega-rich are exceptions. Everybody else must accommodate the needs of others.
Maybe, instead of desperately chasing the idea of working for ourselves, we should be looking to find maximum overlap with the people we answer to, whomever that may be.