Consulting full time, for me, is way better than working a full time job for a single company.
Since I started this job, I've worked on 2 data warehouses, built 10 Crystal Reports, build 3 Dashboards in Performance Point, a cube in SSAS, a few SSRS reports and many Dim & Fact tables.
And my SSIS skills have improve a lot.
I'm currently troubleshooting an issue with slow Fuzzy Grouping SSIS components. I spent the entire day reading blog articles, researching MSDN, SQLCat forum articles, etc.
I love being able to do research and development. There's nothing like trying to solve a difficult problem.
Funny thing is I was always proud to call myself a "maintenance" coder because I supported other people's mess. Now I'm developing most of the time, creating stuff from scratch. A definite change of pace which I now enjoy.
Full time consulting is the best job I've ever had. Not sure I can go back to working a regular job.
I work on something different every single day. And working from home allows much freedom. I work around the clock but it doesn't feel like a burden.
It's a mixture of problem solving, apprenticeship, creativity and providing a service.
Not too shabby!