Here are my thoughts:
1. If you're in a hot research area--the feeling of being a part of something bigger than yourself and the potential for impact is huge.
2. If you're in a hot research area and you're good--FYI good doesn't mean PhD... are you smart and do you get things done? Bringing ideas to the table helps too. If you fit these qualifications you'll soar to leadership in your area very quickly. I saw this happen with contractors, government program managers, and military personnel. I should note, the bench scientist part of a research organization is mostly flat so soaring to leadership is usually an informal designation. Still, its nice to see your ideas living and other people working on them either way.
3. Again, if you're in a hot research area (and the passion is there), then you'll get to work with cutting edge concepts and live there. Installing an SVN dump of open source package X is not cutting edge after working in research. At the same time researchers are much like the open source community, a big bulk tends to go in the same direction at the same time until the horse is shot, beaten, and then the bones picked clean.
4. Beware of the bureaucracy in a research environment. It is soul crushing and it will get you. It can really get in the way of everything you do.
5. The research world does offer you the opportunity to be entrepreneurial. Yes, really! Do you think you're good? Do you want your ideas listened to? Then go write a proposal and get funding. Getting someone to fund your ideas is incredibly validating (as I'm sure startup folks here will attest to). If you get enough funding, you can then afford to have people working on your team moving your idea forward. Maybe you start with a little money and then prove your concept enough to justify more funding later. Of course making relationships with parties interested in using your research helps too. Sounds a bit like growing a business doesn't it?
6. Oh last thing about research world--if you're willing to lead (if you're willing to start a company, you're willing to lead) then you won't just sit in a cubicle writing code. You get to write proposals, papers, reports. You get to go speak. You get to travel and reach out to other organizations. You also get to act as door to door salesman, I once went to Korea knocking on doors at US Forces Korea HQ peddling research. The number of hats you can wear is amazing.
I don't advocate doing one or the other. I do know if I make it in the startup world, I'll probably continue to spin multiple tops on the side, but I'd like to stay in the research world almost as a hobby. If one could eliminate the bureaucracy then it would be nearly a perfect job.
Just remember:
There is a big difference between being someone who starts a startup and working as employee #72 in said startup.
Likewise in the research world there is a big difference between someone conceiving ideas, trying to get funding, executing on them, and trying to transition the research (sales). Compare this to enthusiastic computer programmer who just wants to code and is unwilling to take on those other roles. YMMV
Then again, in professional sports, there is a big difference between being a player on the team and selling tickets at the door. Both are part of the same organization and both have a role to play.
In either environment you have to fight to matter but once you've had some success, then you get the freedom to make things happen.
Good luck!