Nick... as a person who has quit his job and started his own business from nothing, I hear what you say (and you too Gavin).
I'll admit that I was never happy working for someone else, although I've had many good times in the various amusement companies I've worked for over the years, nothing beats the satisfaction of doing it for yourself... but it can be really tough sometimes!
I do hope that all goes well for you, as I'm sure it will. Like the other guy's have said, sometimes you need to make the change, no matter how bad of hard it seems at the time... it will pay off in the end.