Take it from me, coming back from vacation to a full-time job is way easier than the work required to single-handedly build a new company from the ground up. There's never a vacation, plus you eat, sleep and work at home.
@hypergeek I am cofounder of 2 companies and stakeholder in a third :)and work for 2 other companies as consultant and freelancer. i cannot say anything about your experience but I think to some degree i see your point :)