I'm in business for myself too, so I can take off whenever I want. But, I also have to work 14-16 hour days for the next 3 months, so taking off to play means I will pay for it later.
Mondays are best for me. I am off most mondays. Wednesday would be my second choice. Otherwise I am looking at 4 or 5 to get off work. I work pretty late in general so 4-5pm is leaving work "early" for me.
I, too, work for a large corporation. Probably Friday afternoons are the easiest for me to take off, but since I work 100% from home, I can sneak away very easily at any time most days. Often head to the gym during work hours.