So... my clients pay my "Unnamed Big 4 Employer" from 1300-1800 a day for my time (depends on client, how long the engagement is, etc). I can assure you I don't see much of that, and the Partnership sees a lot more!
Contracting wise I would do the same work, probably under the title of Senior Business Analyst, or Lead Analyst (which aren't particularly sexy titles, but as I've gotten older, and colleagues have agreed, titles mean less and less, it's about the bottom line) for around half the price, 700 a day (I'm not greedy), given some of the lovely (and legal!) tax routes you can use, e.g. paying yourself a dividend from the company you own and only employes you, rather than a salary, you end up with a signifcant bump in the take home.
The other major part about it is, and I've got numerous coleagues who've done it and haven't looked back at all is no more internal business ********, no more trying to make yourself look great internally by doing all the extra-curricular nonsense, you get to do your job, get paid more, and go home on time. The big 4 can't really compete with that forever
EDIT: Most of the contractors I know (of which I know 7 closely, 4 of those guys just take 2-3 months off a year and still end up making more than a Big 4 Senior Manager level... heartbreaking!)