Book Business: Better To Make Your Ownn Business Or Apply For Another?

A lot of my posts have been around comicbook writing and what not, it is something I truly want to get into. But a thought had popped up in my head, would it be better to work for a well known company or better to try to make my own business out of it? I do want my books to gain popularity and profit, would it be better to do it on my own for a while to see where I can get or work for another company? What are the pros and cons, both financial and non-financial?