I think there is a lot of be said for running your own thing it doesn't really matter in what field but clearly something that is services-related is easier to set-up (because it doesn't require capital). I've never earned big sums through working for someone else.
However one needs to get experience of how businesses works - so it may be best to work for someone else first to get the experience. Pick a smaller company - it will give you wider exposure of how the different business areas fit together.