I don't regret my decision. Of course every path has it's plusses and minuses. It was very hard work for very uncertain returns at the start and I have to take a laptop on holiday. And working on your own can be a bit socially isolating. But the upsides (for me) are much bigger than the downsides. I've written quite a bit about what it is like to run a small software business on my blog, if you are interested. Maybe start with:
https://successfulsoftware.net/starting-a-microisv/
It will take time to find the right balance of clients and work, nurture opportunities and give them time to mature. You will probably slog through a lot of one offs for a bit, it’s possible to endure if you become dependable for a couple of SMEs that aren’t large enough to in-house yet.