I'll say this, working for someone else is taking the easy route generally. As an employer you never stop thinking, worrying, or living the business...BUT!! The risk, control, and income potential are worth it, at least for me.
When I bought my company it was already a thriving business; and years of corporate management gave me the opportunity to "hit the ground running" not needing further training with tax and labor laws, employee management, and cost controls. I really wouldn't recommend starting or running a business without a reasonable amount of time in upper level management...a wise time investment IMO.
For me it was
harder working for someone else; harder still resisting the urge to leave without stashing a comfortable amount of cash away to buy the "right" business and not settling for a less profitable/successful venture. But I'm a control freak, surely some of you can relate to that!