If you've done this, you've been an extremely fortunate outlier. The people I know who have done "a successful side business selling apps" have had just as many emotional highs and lows as friends who have done venture-backed companies. The problems can be even more acute when you consider that founders who elect to go that route usually cannot quit their day job until the company has started to take off, adding another large source of stress that they have to balance with everything else.