A qualified developer with basic social skills and hygiene habits should have no fear of a full time job's lack of control. Yes, we go through minor hiccups in the hiring market every decade or so, but even in those, all of my friends who were actually good had no issues if they wanted to move jobs.

Get good at development, if that's your thing. It will help you whether you do a startup or work for someone else. (It's also a lot more fun, IMO.)