There is no one right way. Just figure out what works for you!
In golf, you choose the play that makes you comfortable, considering your current abilities. It’s the same in the workplace. You choose the role that you are most comfortable in at the time. There is no one right way, and it is important to note that the role you are most comfortable in today may change dramatically over the years as you progress along your career path.
As an employee, you may enjoy your work and feel challenged and motivated. You may like the stability of knowing that you have a steady paycheck, benefits, and regular scheduled vacation time. If you can see that there is a defined path for you to advance within the company and it fits with your career requirements, then you may be happy for a long time. Larger corporations offer structure and a multitude of excellent opportunities that will fit well within your career comfort zone.
On the other hand, if you are comfortable choosing a career path that may be somewhat less secure and perhaps more risk oriented, where you make the decisions and take charge, flexing your entrepreneurial spirit may appeal to you. You may choose to either start a new business or buy an established one to build upon.
Again, the right business role for you is the one that you choose. There is no one right or wrong way!