A great post, thanks! I'm in the same position going from a chief-position into self-employment. The responsibilites did not drop and the tasks did not decline. Yet I'm missing one great lesson I have learned in your list:

You should strive to love all the parts of your work. Being self-employed means at least in theory that you can prioritize yourself - therefore I think it is possible to learn to have more fun, and a good way of doing it is to learn to love even the boring parts of being self employed. I have done progress and think others can do to!