It depends where you are in your life. I've had both for more than 10 years now in different countries. I think I can say I have had quite a bit of the glamour of the startup life for a while in Amsterdam. It was great for a while - Friday beer, company events, boat trips on the canals and not to mention the location was right in the middle of the historical canal ring!
Then after a few good years everything came to an abrupt end and I was left with a bit of a bad taste in my mouth. But then we moved to Norway and I worked for a company which was in between a startup and a corporation. It was alright, but I was missing the sense of living in the present so I tried the startup life again some time later - this time it was partly in Oslo, partly in Geneva (at CERN), but I couldn't see myself enjoying the startup life anymore and after only a few months I got the hell out of there and started working as an independent contractor, mainly for large corporations in the Oslo area.
I have to say this is the most fulfilling type of job I've had so far, because I have enough financial flexibility to work on various personal projects and also by working with large corporations as a bit of an outsider you don't get to become just a piece of a machinery. You are still working for yourself. The only problem of course is job security and continuity, but so far I have managed somehow.
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