Enjoy it, or enough aspects of it for the process to be worthwhile. There are a thousand interesting ways to make enough money to enjoy life. Building/running your own business is no better or worse than any other employment that engages you and stretches you.
Building and running a business is a real headache in many regards - employing people can be very difficult if they are critical and unreliable, dealing with the constant risk of years worth of work falling apart almost over night can be a headache, losing big clients, managing cash flow etc. all these things can be overwhelming unless there are many and varied aspects of what you are doing that you find engaging. I would say, purely based on casual observance, that many businesses fail at the start up stage because people don't stick with it long enough to refine a system and reap the rewards, and that this is generally because they aren't actually engaged by the practical process of running and building a business.
So, when I say that employing people can be a nightmare, the flipside is that hiring the right people, sorting applicants, trying to identify things in people that they may not themselves be aware of, building an office environment that improves every member of your team, that reflects your own ideas about what a business, as a little world of its own, should look like. All of this is a wonderful, engaging, exciting process for me, and an endlessly interesting thing to study in action in my office. When I have the headache of critical people going missing at critical times, it is outweighed by the interest and satisfaction that the other aspects of employment give me.