Being an entrepreneur is not an easy thing. Once a person turns to be an entrepreneur he'll not think of being into office job. At times there will be hard situations, but the entrepreneurial mind won't go down. They try to withstand the situation with earnings from the past. They knew today they might be in loss, but through entrepreneurship surely tomorrow we can make money, if we work hard on it. So, my choice will be entrepreneurship than office job.
I can't imagine how you can be an entrepreneur and serve another boss at the same time.
A friend of mine is combining his work in office (bank employee) and running a clothes shop (he hires two persons). He managed to perfectly do his office job, and as an boss or entrepreneur solve technical issues by phone. Every week he orders his shop supply online, during lunch time visits post office or delivery guy to collect "a big box of goods", after his primary work he drives to his shop to iron/hang/do other things. He managed to run all bookkeeping records on weekends. And even though shop gives him more profit than office work, he still chooses both of them.