If you want to make money, work in big tech. If you have an insatiable itch to build something (product, business), start a company or startup.
Small and medium sized businesses can represent an optimal solution once you factor in the influence you can have at this scale.
If you are truly gifted at what you do with technology, the SMB route is the best bet. The extremes of solo and mega corp will wear you down in their own special ways - doing too much and doing too little.