Steve Pavlina in his 10 reasons you should not get a job challenges the notion that being an employee is the best way.
He obviously does not advocate doing nothing but rather being your own 'master' if there is such a thing.
His reasoning is not based only on economic arguments but also on personal enrichment, better income, diverse experiences and a sense of control.
Number 7 (Begging for Money) actually echoes Wil Schroter's Point that if you are working for yourself you can decide how much your time is worth (within reason).
If first read about Steve on Lifehacker.