If I'm choosing something that is unique to entrepreneurship, I'd say the flexible lifestyle. I had my choices of work I love to do without owning a small business, so it's not just loving my work, though I do.
And it's not the unlimited income potential. You can't eat potential, and you can have the same potential if you go into outside sales.
For me, it's going to movies on Tuesday mornings, then working for the rest of the day. It's being able to take vacations in the middle of the week while colleagues are at work, then return just in time to join friends and peers for a Friday night drink.
It's not just knowing I can work from anywhere, but actually Doing it, packing my laptop and three days of clothes and just leaving, with no particular plan.
It took a couple of years of working 18 to 20 hour days to get to this stage, but it's wonderful to have these options.