The Big problem with a Big company: Let's say you're working on a great project and you know what the next step should be to make the project even better. But, management disagrees and pursues a direction that you know will diminish the value of the project. Your options are to suffer and watch your energy go to waste, quit and work for another company (repeat the above), or to start a start-up and do the job the way you know it needs to be done.

There has been nothing more stressful for me than having this scenario happen - I just can't stand by and watch my efforts go to waste. (The Big company context for me was in the Architecture world, but you can substitute any profession you like in the above scenario) The best stress-reduction decision I have ever made was to start my own company. It was very difficult financially at first, but it was completely worth it.

'... The interesting question is whether there exist jobs for which that support is worth the money and freedom one gives up working at the large company ...'

Money, freedom? I say risk.

There is less risk working in someone else`s company. If you take no risk then you will not have the potential to make more than in a startup. You also kiss your freedom away. Freedom. Thats a joke. For all those working for a company, tell me you really have the freedom to work, do what you want, when you want?

So if you want no risk, look forward to structured environments, other people telling you what to do and limit your ability to earn. Go work for the googles of the world [0].

Reference

[0] knowledge @ wharton, University of Pennsylvania, 'Perk Place: The Benefits Offered by Google and Others May Be Grand, but They're All Business'

http://tinyurl.com/3bgglh

Yes that is the interesting question, but how do you answer it?

By enumerating what you want and comparing that with the support and restriction a steady job offers.