My father who was entrepreneur himself used to say: "Never start a company. If you really want money then go to work for the goverment".

Because high level of bureaucracy here in Russia it's really hard to start a company in a real sector. And it's hard to find a VC for tech startup. It's depressing. I even thought about moving to some other country on Phd postition and part time working for start up... but it's seems too extreme =(