Going on your own means working very hard to get clients which means that you are always looking for clients and them doing the work and doing all the other stuff that's relate to the adminstration of the business. There's stuff that's just a drag.
Is it worth it? Only you can decide that.
The people that seem to survive are self starters, people that are obsessed with succeeding and people that can make hard decisions fast. Hard decisions are usually related to people to people interactions. If you notice alot of business titans are considered jerks. That's the result of those hard decision.
Get a dog. You will want some one that will always be happy to see you.