[mindcrime]

I would argue that having your own company just shifts the control from your boss to your customers.

Absolutely. But, personally, I would find that preferable. There's a big difference from having to be accountable and responsive to "the market" in the aggregate (and especially when you consider that you can "fire" a bad customer) and having a "boss" - one individual who has you under his/her thumb and can unilaterally order you around.