A month ago, I had lunch with someone from Microsoft at Crossroads Mall and we discussed some ideas that I had previously posted on a blog. I won't mention his name, but he is well-known in the .NET community.
We had a discussion on new technology and its slow market adoption. He was dissuading me from developing radically new technology, and stated that even if was successful at selling my software product, I probably would still be making just as much money as if I was working at Microsoft, my previous employer.
Even if that were the case or worse (which I don't believe), I think it would be preferable to working for someone else, as I would have attained valuable knowledge and experience about developing and marketing independent software, and I would also have the opportunity to grow it into a larger business. I would also be able to choose my own lifestyle and decide my future.
I also want to invent a new technology and become recognized as a leader in my field. Perhaps, it's more likely to happen working at Microsoft with its unique market position, but I feel it's easier if I define my own roles rather than be assigned to them--easier if you can afford to pay yourself for many months to make that happen.