With dressage you can be more independent and feel like you are really doing the training yourself with the aide of the lessons. I love it-- my instructor has started saying "You ride your own program while I watch and give you tips" which means I have to do the thinking and know what I'm trying to accomplish in my session with the horse (of course, she'll step in if I get off-base).
It feels like I'm in control and I'm even kind of a horse trainer vs. just a client of a trainer. I loved jumping but I love dressage even more, partly because of the sense of independence. Enjoy!