Writer Steve Pavlina says that even if you work 9 to 5 for a company, think of yourself as self-employed—and make career moves from that perspective.
The only true boss of your work is you. Any external boss is just a customer of your personal services business. Maybe you'll do a great deal of business with a single customer, but you're always free to fire a customer you don't like. Saying "I quit" to your boss is essentially the same as saying to a customer, "I'm sorry, but apparently our business is unable to serve you. Perhaps I can recommend a competitor who may be better equipped to meet your needs."
As a former employee and current freelancer, I can attest to what a huge shift in perspective self-employment really requires—making that perceptual leap sooner would've been great for my career as an employee back then. Are you "self-employed" at your job? Tell us about it in the comments.