Hi I was in a similar position to you 3 yrs ago and decided to set up a practise. It was exciting and still is but it can be very difficult as what i feel you have the obvious additional responsibilities in terms of finance, accounts, running of and even purchases/consumables etc. I have found it difficult to keep up in terms of CPD /In services etc etc but certainly not impossible. I do feel that i have missed out on peer to peer discussions/debates within the work place and even getting advice/knowlodge from more experienced Physiotherapist.
I do feel that i have grown and developed as an individual, a Physiotherapist and a business individual but also feel there are part that maybe i have miss out on. To a certain extent i was forced into this position as there were and still are very few jobs in public sector, even private available but certainly the experience i have and the knowledge i have gain will hopefully stand in good stead in the future if i ever decide to lease my practise.
Hope this is helpful and given you some insight!