Nothing is hotter than your brain.So you have to decide which place is hotter.The place/chair in which you are highly paid employee, where you will always be answerable and demand answer.You will have boss above you.Responsibilities are at both places, in job you can find excuse but in other place you will have have less chance for excuse.After all it is the enjoyement of your skills which will drive you in either seat.personally i wll prefer to be in the seat of entreprenuer as i am right now after quitting the job.