Jobs

Self employment

You can probably capture more of the value you produce if there aren't many levels of hierachy taking a progressively larger cut. Problems are also probably more interesting when you choose to work on them yourself, without the requirement of being backed by a larger organisation.

Workplace

However, this might not be the full picture. Jobs in an organisation have stability, and if the place you work at is sufficiently small I suspect you'll still be able to work on things that are fun, exciting and meaningful.