I have been an employee for all of my (still pretty short) career. Even though I am pretty happy in my current position, it would be a great experience to set up a business and run it myself. It does not have to replace my day job, a small webshop or service providing business would be enough. Who knows what might come out of it, and if it fails, at least I will have learned a good lesson. It should be something that does not require a lot of upfront investment though, as I think I might need to save my money for some of the other items on my list.. There’s lots of great ideas on lifestyle design web logs and in Tim Ferriss’ bestseller The Four Hour Work Week though, so it should be doable.