I would *highly* suggest (and this is speaking from experience - I have two distinct companies / self employment myself) that if your working alone that you register and set up as a Sole Trader - this is much easier, there is much less paperwork and overhead and a lot less headaches.
As a sole trader you can operate any self employment work (i.e. as many different areas as you want) at the same time, and, as with all businesses / self employment, you need to keep a recording of what your earning but as a sole trader you can submit this as a lump sum - you don't need to seperate different forms onto different sheets.
Bear in mind, the second you invoice somebody, your company / self employment has effectively started and you need to notify HMRC within 3 months (your really supposed to do it before you start) otherwise you face a hefty fine - and if your dealing with other companies, your more likely than not to be caught out extremely quickly due to the fact they have records all over the place, including with HMRC and will have records of their transactions to you.
You can offset your tax bill with expenses of the self employment whether you are a sole trader or start your own company. But as a sole trader, you get a lot less hassle, don't have to pay things such as incorporation fees for your companies and you have a lot less obligations. Bear in mind also if you choose a company over sole trader you will be required to sort out a chairperson, director and secretary as a minimum for the company. You will also have to decide how the shares are divided up and other things like that if your a Limited company.
My recommendation would be sole trader - but its up to you
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