It depends a lot on what type of life style you want as well as practical concerns.
- Do you have enough money saved to survive for substantial time while making your own product? For yourself and possibly your family?
- Do you have enough free time to start your own business in your spare time at first, if your contract allows? That'd be much safer, both business success and to see if it's your thing.
- Do you enjoy organizing the project, infrastructure, customer support, sales, financial administration etc?
- Do you like being alone a lot of the time?
- Do you prefer a stable sufficient income or do you like taking risks to earn much much, with the significant chance of not earning anything for months or even years?
Personally I feel confident I can build a product on my own, but I'm happy to work at a big enough company to deal with non-programming stuff (and even the hosting, testing, etc). But my partner likes the diversity and excitement, both are valid ways.