Working for a gym v. working for yourself

As a personal trainer, working for a gym may have it's advantages. They may offer benefits, a steady flow of clients, and more, BUT, they pay is not usually what you are worth and they usually want you to make cold calls and be pushy with sales. I, in my 16 years as a trainer and having experience as a fitness manager of 2 large gyms, have found that most trainers are not the best sales people. It seems that it would be ideal if the gyms would recognize this and let the trainers do what they do best, and leave the selling to the sales team. But I have found that it doesn't work that way.
Working for yourself has it's ups and downs, but at least you get clients calling you, if you advertise correctly, and you don't have to spend time doing things you just dont want to do, or are not good at. I would much rather work for myself.
What do you think of working for a gym v. working for yourself?