I find that often that freedom comes at a cost (I could make more at a big company, when on a deadline I might have to work long hours - I can't switch off at 5

I find that often that freedom comes at a cost (I could make more at a big company, when on a deadline I might have to work long hours - I can't switch off at 5pm -, and ocassionaly relying on yourself rather than a fixed salary can be stressful) but for me those occasional disadvantages are much outweighed by the freedom of time. 90% of the time I can choose when, where and what I work on. Your choice depends on what you value more.