Well choosing between earning a salary and owning a business is like being told to choose between being a man that buys a car for someone and being the man that someone bought the car for.
I will want to tip it off with a quote I came across recently that says "no billionaire became who he was by earning salaries." So to me, I rather own the business and be the capitalist.
I used the word capitalist because we all know that a system where a particular person owns the production process is called capitalism and in this system called capitalism, making profit is the number one goal. So therefore you don't expect to be working for someone and not exploited. The working class is always exploited in the capitalist system.
Therefore it's better to be the exploiter than be the exploited.