Same boat. I just went that route this year and so far it's been one of the best moves I've made so far. You can take vacation and time off when you want but it's at your cost so you need make bank when you can. I'm in creative services so it's feast or famine usually. I usually tell my clients "well I'll be on vacation from xxx to xxx" and usually get dumped on with work before that so that can be both good and bad. Getting a routine has been the best way for me... get up, get my coffee going, then get to work. It's so easy to sleep in or hit the snooze.This for me as well. I own my own business and am a contractor for a fortune 500 company. Neither of my "jobs" give me any vacation/personal/sick days. If I take time off, I don't get paid. It's amazing how much motivation that gives you for getting your butt out of bed and into the office!
In my previous 9-5s, I hardly took any vacation so I ended up having to use it before the end of the year or get it paid out which isn't fun at all. When I did take vacation, it always seemed to be a burden to the employer. Even taking a day seemed to a be a ton of fires to put out when I got back. To the OP, it sounds like they don't delegate very much and you're the go-to guy for a lot of things. I've been in that spot a lot and it's not fun.