Two words: exit strategy. Go with three; I like number two, but you don't control the user experience there. Do that with the proceeds you get from selling the company you make for idea three.

Agreed! To quote Richard Branson: pick on someone bigger than you.

That's only good advice if you can go directly to the consumer. Not the same when selling to the enterprise.

Once upon a time I founded a banking software company with my mates. To our surprise there were quite a lot of banks that appeared like shops founded by a guy and his mates as well. But still, they looked at us as if we were from a different star suggesting they buy green antennae and stick them to their heads :)