I had worked for other people my whole life. I became a manager of an insurance office in Las Vegas with the understanding that I would become part owner as certain goals were met. I did my part, the other parts never came through.

I have owned my own "shop" for 5 years. I like working barefooted in shorts most of the time. But before you make a jump, if you do:

Are your relationships with Vendors strong enough that they would stick with you in the event of a move?
Do you have the ability to struggle for a while. When opening anything that requires government permits and licenses, plan on twice as long as seems reasonable. It was 4 months from the time we applied for business licenses before I could legally sell a policy. Regulations Stink! But don't do anything that can get you fined for operating outside the law.

It would be really hard me to go back and answer to someone else's time clock. I bet you like being your own boss. Your current employer made the jump at one time, you can too.