As a W-2 you can deduct all of that stuff as well, except the health insurance and SEP. However, you have to itemize (Sch A) and these deductions are subject to a 2% floor. So if your AGI is 100K, and you have $3,500 in work expenses, you can only deduct $1,500 of them (3,500-($100K*2%)).
If you are not getting reimbursed for any of these costs you might be better off with a 1099 (independent contractor). However, if you plan to make this jump you will want to demand a higher hourly (or per job) rate than you are currently receiving for many reasons.
1) Payroll taxes. As you mention, you are responsible for both the ER and the EE side of the SE taxes, so 15.3% vs. 7.65%.
2) Insurance. Not just health, but general liability, workers comp, etc. The employer would no longer need to cover any of this, and it would be up to you to decide whether or not you want to carry any of it.
3) Any other benefits. Unemployment compensation, disability coverage, 401K match, etc.
I would try to negotiate a 25% raise to make it worth your while if you plan to make the jump.