Six years in to running my own business, I will tell anyone that entrepreneurship is not for the faint of heart. You will have some great days and some shitty ones. You will worry all the time about your business, it’s your baby.
You will have some great clients and some crappy ones. You will have some prosperous months and some lean ones.
The only thing I like better about working for myself is that I trust me, more than I’ve trusted any supervisor or company. I worked in the corporate world for most of my career and went through mergers, layoffs, a business going bankrupt, and being fired for speaking out about inconsistencies. That ‘guaranteed’ paycheck is often not guaranteed at all.
While running my own company can sometimes be stressful, I prefer the time freedom rather than fitting in to someone else’s constraints. Keep in mind the majority of entrepreneurs are either solo or with a staff of less than 5 people, only a percentage of businesses grow beyond that point, then they become a corporation.
There is no better or worse choice, some like working for a company and some like to create their own. Neither should be viewed as shameful.