I'm slowly coming to the same conclusion. Within my circle it is fashionable to moan about the "9-5" and we spend hours having grand dreams of what it would be like to have our own thing going and earn money while we are asleep. I've started a very tiny venture right now and it is turning out to be a lot more difficult than I thought.

Looking for a higher paying job (if money is what you want to optimize) is never a bad idea, regardless of whether your future plans involve entrepreneurship.