Operating a small business can be appealing to independent individuals with a drive to succeed -- but entrepreneurship is not for everyone. Before you venture out into business, you should consider the differences between being a business owner and being an employee. Your ability to sleep soundly at night could be at stake, either way -- some people crave security and would never be happy in the variable world of the entrepreneur, and some would always wonder what might have been if they stick with the stolid day job that requires no risk but grants little reward.