Not everybody drives home a success though. However, i would argue that even failing with your own company is an experience you will get alot of good things (bad ones aswell obviously) out of that make you stronger.
Most people don't drive home a success. Those failures still teach hard lessons, ones that a cushy job rarely can. Not that I'm even suggesting this is for everyone, but those willing to take the plunge will certainly gain from the effort, whether successful or not.
