Being your own boss or an employee?

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As I see it, you work as an employee, you get a fixed monthly salary and usually it doesn't depend on how much work you do. You leave the office and have no worries on how the work will make profits. You work let's say, about 8 hours a day and you get some or no benefits like for ex. social insurance funds.On the contrary if you are a boss and you own a company, you have lots of stress, but you have the option to work a lot or a few hours. However, the success abd profits you get, depends on you and sometimes you have to go to many places, meet people and arrange everything. Which one is best afterall? If you could make an option, what would you choose?