People Who Started Pensions in Their 40s - Experiences

Starting a pension in your 40s... what's your experience? I've been a personal finance journalist for more than a decade, speaking to a wide range of people about their saving and investing habits. One thing that crops up often is that people underestimate the benefits of pensions, particularly people who are self-employed. Tax relief is the main benefit (and is why I currently pay about 30% of my income into a pension). I also enjoy making my own investment choices, and have pensions with four different platforms because I like testing out different ones. Did you start a pension in your 40s and what has been your experience? I'm writing about it for a newspaper article and am looking for personal experiences!