I wouldn't call myself a physicalist, but I wouldn't say that what happens in the mind is totally separate from the physical realm either. I'm not a philosophy guy so I assume there's jargon that I just don't know that explains what I believe already, but it's something like this:

The self is an emergent phenomenon of many different things - your brain and its structures, your hormones and how they interact with it, your interactions with others and your perceived place in society, etc. Free will may or may not be part of the phenomenon of the self, but if it does exist then it forms a base-superstructure relationship with the things that created it - so your free will is constrained by, but also has the capacity to change, those aspects.

edit: after skimming wikipedia's article on mind-body-dualism, maybe I do lean towards physicalism actually, because I don't think that the mind is some extra special metaphysical thing.

edit2: oh here's my word of the day: Emergentism

edit3: okay I've seen a dozen variants of this graphic and I wanted to draw my own