According to this Yahoo survey 66% of Americans have considered starting their own business (though this is down from 72% who reported considering it as of last year). Interestingly over half think it is something to do later in life and that, for all, the most poplular reason was to do it is to do work you love; the second most popular response being to be your own boss.
We like both around here. Though perhaps being my own boss overstates my title in my particular venture!