Well, that's largely impractical for most of us that don't have the capital to do so. Those that do I applaud their vision and bravery -- I don't have that.
What industry are you in? These days, almost anyone can start their own company with virtually no capital, and most people with a capacity for hard work should.
BS. I started with nothing in my own business and did it out of my parents' basement. Three years later, I own my office, have a good clientele, and am rocking and rolling. It takes blood tears toil and sweat.
I would NEVER work for someone again!