Word to describe someone who does whatever they please?

Solution 1:

headstrong - Self-willed and obstinate.
e.g.: I am headstrong and like getting my own way.

Solution 2:

I’m looking for a word that could be used to describe someone that does whatever he wants and doesn't listen to anyone else. Someone like Julius Caesar maybe?

Words (adjectives) that may be used to describe such persons with a negative subtext would include:

• sociopathic; related to actions (which may be violent or dangerous) that are based on selfish motives without regard to laws or the welfare of others.
• megalomaniacal; of actions that are influenced by a strong sense (often delusional) of omnipotence or grandiose power.
• intransigent; related to action or behavior that is stubborn and intractable and not receptive to reason.
• inexorable; of behavior that is relentless and unchangeable