Just my personal opinion. Working for someone is like letting someone drive your car, or tell you how to drive it. You may feel happy because you are getting paid salary,
but you will never know the happiness of people like Jeff Bezos of Amazon, or even ordinary bloggers/Affiliate Marketer like Patt Flynn of SmartPassiveIncome who made up to $300,000 in just one month from his blog and makes an average of $100,000 monthly from his blog (Public information).
It’s all a personal choice, but there are levels to freedom. The ones who have the higher level, enjoy a better life. I also think you work better, when you are working for yourself, because everyone knows what’s best and wants best for themselves.
One thing I would like to add to the list AZGold made above is that, when you create your own business, you are creating a potential opportunity for employment, if you scale your business to a high level that would need employees.