I'm 30 and have had 7 jobs since leaving school, including two pretty negative startup experiences. I've learned to think beyond a single job, and that would apply to a business, too. You don't really get to control these external variables. Your investors might pull funding, fucking up your reputation, for any reason or no reason at all. Shit changes. Businesses implode, firms contract. I had the CEO of a well-regarded (though less so, these days) VC-darling startup spend months trying to destroy my reputation. I survived it because, by that time, I was already really good at what I do.
You just have to do the right thing with the cards you're deal, and play strategically for long-term excellence rather than getting seduced by quick hits (and that's hard to do, because most people are after the latter).
My goal is to keep getting better. I can control the rate at which I learn new skills and become better at the work. If the best move is that I start a business and the opportunity is there, that's what I'll do. On the other hand, if the best thing for my career is to join a 5000-person company where I have to wear a suit every day, I'll do that.
People talk about 501 programmers (those who leave, on the dot, at 5:01 pm). I call myself a "121 programmer", as in 1% per 21 days. Every 21 days, I expect to increase the total value (a somewhat abstract concept) of my entire skillset by at least 1% (19% annually). Obviously, this abstract quantity can't be measured on the order of weeks, but if I pass too many 21-day checkpoints without being able to justify to myself that I'm 1% better than I was 3 weeks ago, I start to get nervous.