If you are qualified and file as self-employed, you don't register a company, in the general sense. Then you can establish and contribute to a SEP-IRA, which has much higher limit than 401(k), traditional IRA, etc.
You must pay self-employed tax, though. It, in its essence, includes SS tax, medicare, etc. (Correct me if I am wrong. I am not a CPA.) In my limited experience, the tax benefits of SEP-IRA is usually greater than the self-employed tax you have to pay.
Another benefit to file as self-employed is you can deduct some expenses as costs to run your business.