It's only fun until you realize that small businesses often have resource constraints. This means less chances for advancement (if the company is small there'e not much room at the top unless it's adding employees - my $dayjob is not) and less $$$ for professional growth (conferences, training, etc - I still haven't been to OSCON after 5 years).

Don't get me wrong - small businesses definitely have their benefits. But just make sure you see both sides of the coin. :-)