As someone who made the shift from Corporate to working for myself. I have to say that it really does depend on you and your own goals for life.
I'm still earning less than when i was corporating it, but i have to say i'm much happier (freedom to do what i want and when). But the earnings is only part of it, as i'm sure in the medium to long term i'll be at parity at least.
If you want to go into business for the financial rewards, be wary (we hear alot of about the successes but theres also plenty of failures). Ppl i know who have gone into it just for the money, quite quickly lose interest as they discover the hours are long and money doesn't necessarily come quickly. The best people i know are those who are passionate about their business and see it as a lifestyle choice.
Do some research, chat to people and if you feel like its for you do it. (it won't kill you or anything, and the experience is invaluable).
Also be warned if most of your social circle still works in offices/for other people, when you're down the pub with them on a friday night (if you have the time), you may feel a bit left out not having many things to grumble about (i.e. the boss this and that, oh the process is so &hite, why doesn't x department do this blah blah).
All the best
___________________________________
Get a New
Business server
