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The answer to this question may revolve around a few variables as such:
1. Personal preferences & values
2. Mentality
3. Opportunity
4. Availability of Resources (Especially financial)
5. Innovation
Personally I'd go for a full time job if it was to be with a leading/world class organization as an influential part of their business operations and handsomely paid for it with an outstanding package. However here's where views may vary among people depending on more or less some of the above listed variables.
Some gentlemen may chose the option of starting their own business should they believe they've secured or have some or more of the above listed. Those factors will always play their role no matter which option the individual may chose to go with.
