How do you interpret this quote?
I sometimes wonder that we can be so frivolous, I may almost say, as to attend to the gross but somewhat foreign form of servitude called Negro Slavery, there are so many keen and subtle masters that enslave both north and south. It is hard to have a southern overseer; it is worse to have a northern one; but worst of all when you are the slave-driver of yourself.
One of the major ideas of Thoreau and the Transcendentalists is that you should live life the way you want to. You should not do what society says and you should not be mindlessly running around chasing material possessions. Both of these ideas show up in this quote.
What the quote is saying is that black slavery is just the most obvious kind of slavery, even if it is not the worst. He says there are many kinds of masters (and I think he is talking about society and our desires here -- those are the masters). I don't really get why a northern overseer would be worse -- overseers in the South and bosses (or society) in the North would both seem to be taking away your ability to be yourself.
But I do see what he's saying in the last line. He's saying that the worst thing of all is when you push yourself to do things that take away your freedom. When you push yourself to do what society says, or to spend all your time chasing money, you are enslaving yourself. That is worse than being a literal slave.