Well, I wouldn't work in a corporate environment given the choice.
After college, and after a stint in the US Army, I figured out that I didn't want to work for a big company, and in fact I didn't want to work for anybody. Right out of the army, holding a minimum wage graphics job until I could get on my feet, I started a pressure washing company (not because it was something I really wanted to do, rather because I wanted to be in business with myself, and at the time I didn't really take the graphics industry seriously (more than as a possible job.) I ran the pressure washing company for 5 years, and a competitor offered money to buy me out - so I did. After that I really wanted to get back into the graphics industry, and we're my education was intended.
So I started a small graphic design/digital print company with no employees - I wearing all hats. Soon after I incorporated, at first renting a store, eventually buying a large building on 3 acres of land. I've run this company since April 1994, so I am almost at 20 years at this now.
In 2007, wanting to get into the gaming industry, I started to doing freelance cartography for various small publishers, eventually developing and publishing my own game setting as an imprint under Rite Publishing. I plan to become a publisher, and at this time am considering doing publishing instead of my graphics design/print studio, and possibly closing my business. I'm tired of serving local customers and kind want to just serve gamers.
I know that if circumstances forced me to close my businesses and work for someone else, I'd have a tough time of it, having worked for so many years on my own. I don't know if I could easily work for anyone ever again.