I started with publishing and am now also freelancing and it is different and I learn a little more about myself as a freelancer.
I am not a control freak, but I like to be in control. It is hard to give up your baby and let someone else edit, add a cover and art to it and you hope it ends up good. that is the toughest so far, being out of the loop or just not knowing anything. Release dates are for the weak!
Also I have noticed my style is more intense, I will email you all day long about everything to make sure it is done as good as it can be, and then I tend to get a "OK" email retuned, I am thinking that I needed a more passionate response! I need to relax a bit.
I do like the freedom of not having to worry about print runs, costs etc, so that is a nice advantage. I do not like knowing if anything else will be picked up or by whom.
We have a few projects we have in the closer to done pile but never know if we should talk to a publisher or wait.
I enjoy both but for different reasons, Dark Quest Books was awesome enough to let me design my own cover for The Awakened Anthology now on Kickstarter-Click Here- but I LOVE the cover for the Bluffside for C&C that Troll Lords created and I had nothing to do with that one.
So self publishing vs. freelancing are very different birds and depending on your level of control that you like to have, your discretionary funds and your ability to get a whole team together to produce something you may want to try one first and see how it goes, and then mix it up or slip into the other. there is no right or wrong, just what fits better for how you like to work on projects.