Well, strictly speaking, I'm not Scottish. However, I do have a Scottish family background (my last name is Scottish, a clan name in fact) and I lived there for four years while studying. If I had to choose, I would take Scottish over English citizenship in a heartbeat.
Sure, the Union seems a better economic situation than independence. But this has been building steam for a long time. In addition to Thatcherite stupidity, you have a political and media class who are intensely hostile to Scotland and Scottish independence or even political influence at any level (remember the hilarious conspiracy theorizing about a "Scottish cabal" during the Blair years? Most Scots do), bolstered by a petulant English public whose whining and moaning while holding the majority of power in the Union really infuriates even the most mild-mannered of Scottish nationalists.
The way the Scottish see things, it's been insult upon insult delivered by the the most powerful factions of English society against Scottish claims for autonomy and a greater national identity with political influence. Of course, there is also the idea that the Scottish political elite would gain much greater influence in an independent Scotland, even if it meant a decrease in overall influence for Scotland and England in the world. Better to rule in hell and all that.
Also, there is the issue concerning the North Sea oil deposits, which has, to my knowledge, never been concluded successfully. Scotland claims all of them, England claims half. I wont deny admitting I kinda hope that devolves into a war. I am very willing to off David Cameron in the event of a Scottish-English oil war, just give me a uniform, a rank and a serial number. Quotes from Braveheart while doing so will cost extra.