I've struggled with this for the last 15 years ;) the "romantic" me wants to start my own company but it seems a lot less risky to get a well paying job working for "the man" than starting your own company. I can write code but I'm not sure I can do what needs to be done to run a business. Did you get investors? Any tips? Did you have a specific idea you wanted to pursue?

I've also been pretty fortunate to always have interesting stuff to work on while getting paid very well and always have options. People I've worked with would generally work with me again and/or want to hire me.