One key to wealth is freedom, you are not being restricted to a particular place for a period of time like people that work a 9 to 5, and you can do whatever you like whenever you are pleased, this is one of the benefits of being self employed...people who work under someone don't really work for themselves, they work under someone and do the tasks and activities the person requires them to do and they get paid in return for their services rendered
There are so many things you start to gain as a self employed person aside the freedom you get working for yourself you also have the decision to make for the things you want and the things which you don't want when you are your own boss. Working for yourself gives you the liberty and motivation to work extra hard knowing that the profit and loss comes to you if the business turns out well or bad.