I was in academia for a bit, and eventually dropped out of my PhD because it didn't feel right. I was in startups (both as founder and early employee) for a while, and while I learned a lot I was mostly miserable. I also did some freelance work, and worked for a small web agency/consultancy.
I am now working in a R&D-like group at a very large company. In many ways, it combines the best of all worlds: large corporation, academic research, startups. I like reading papers and thinking about the future. I like the scrappy hard working startup attitude. I like working in a team with people that have been there for more than two decades. I like not having to worry about my job because the company is large and printing money. I like having a HR department I can go to if I encounter unethical behavior (I did not have that luxury in startups). I like having an office of my own without people talking about their life while I'm trying to work or my boss breathing down my neck every 30 minutes (open floor plans have scarred me). The list goes on and on; the gist of it is that I find it to be the best career move I've made so far.