Nowadays, unless you are a doctor or a nurse (or other health field tasks) hired to work in a clinic or private hospital, is to prefer mostly a business, if our conditions let us to become entrepreneurs. I remember, until the nineties, a lot of people would strongly answer being very better a 9 to 5 job, as until those times a 9 to 5 job meant an employment all life long. As business is bound to risk rate (mistakes may lead to bankruptcy) and a long life 9 to 5 job was considered riskless. In addition, a 9 to 5 job was the best to grant a pension. But now, at least around the countries I know, the lifetime job doesn't exist any more: it's merely a legacy from the past. Well, until you don't work in the public sector after winning a public examination and overcoming the probationary period. Now a business and a 9 to 5 job may present a certain rate risks, even cause different reasons, but I prefere business because self-employed has no demanding boss, no unbearable colleagues, no abusive work environment.