I started a small business after being furlouged from UAL. It has its pros and cons, like everything. The pay is just enough to cover my bills, about like a 2nd or 3rd year regional FO. However, the time off is very minimal. Even on days off, my employees call with questions, or I have customer e-mails to answer, or bills to pay, or whatever. It is impossible to ever "get away" from work. If you are OK with that, then I would recommend going into busiess for yourself.