FORTUNE -- Not many job categories are growing in today's economy, but here's one that is: the number of workers calling themselves "free agents." According to temp staffing agency Kelly Services, more than four in 10 workers call themselves "free agents," feeling unattached, long term, to any employer. This is up from 26% in 2008. People flit between organizations and -- often -- spend significant time working for themselves. There are many upsides to calling yourself boss. The downside? Every year, around the holidays, entrepreneurs learn (and relearn, as the case may be) that it's tough to take even a week or two off, let alone a longer absence, like a maternity leave or sabbatical. While corporations dangle paid vacation as a perk, as James Sutton, a self-employed psychologist in Pleasanton, Texas puts it, "the self-employed person pays for their 'fun' twice: the cost of the time off, and the revenue lost from not working."