Oh I agree, entrepreneurship is the way to go. It's the reason why I got a finance/business degree in college.
The thing to remember about small businesses is: most of them fail. BUT if you keep plugging away at entrepreneurship, try a variety of business ideas, control your costs, learn from your mistakes etc most entrepreneurs eventually end up successful, and it is the easiest avenue to wealth due to low barriers to entry.
Still makes me angry regarding employment, but yeah I agree that there are other options for the smart and determined.