The parent comment glossed over "the hard bits of actually getting it off the ground and getting those first few customers" -- it's really hard. Five years in now things are going okay, but it took a while to get back to the came total comp I had pre-starting-my-own-biz, and even now the level of work is much higher (but so is the comp...).

If I had to do it again I'm not sure I would, and would definitely do a lot of things different. The big one would be going hard on biz dev from day 1 (or even day 0; start prospecting before incorporation), with #2 and #3 being talking to an accountant and lawyer ASAP once I could afford them.