There are about 1,600 people who win a million dollars in the lottery each year[1]. There 2 million+ businesses in the U.S. with 5 or more employees[2]. It seems safe to say you've got a better chance at starting a successful business. Although I was surprised at how close the numbers were.

That said, consistent application of intelligent effort will only meaningfully increase your odds in one of those games.

[1] http://ezinearticles.com/?Lottery-Millionaires---How-Many-Pe...

[2] http://www.census.gov/econ/smallbus.html