(a) In the short run, a good job generally gives much better financial returns than a startup. From the overall vibe of your post, I would say don't startup unless you have a compelling drive to startup.

(b) Stay sharp. Don't depend on "bigco" to manage your career/skills for you.

(c) Spend wisely, Save wisely. There's no silver bullet there. Of course all the savings might not be enough for certain cases, but that holds true for both bigco and small biz. Don't become a slave of your lifestyle while the going is good for you whether it is a small-biz or a bigco job.