At the same time, when you run a business, you can't ever get fired That's not true. Business failure is harder, for most people, than getting fired. What is

At the same time, when you run a business, you can't ever get fired That's not true. Business failure is harder, for most people, than getting fired. What is true is that you're better off as a consultant if (a) you're not dependent on a single client, and (b) your clients don't talk to each other. If (a), you can effectively be fired (see: late Season 4, Mad Men). If (b), then you're screwed in the same way and just working a lot harder.