And while we always hear about the entrepreneurs who succeed, we always hear about the drug smugglers who fail. It's difficult to estimate proportions in both cases.
That being said, you're probably about as likely to get busted as you are to go broke, but at least in a startup you just lose all your money.
[1] Robert Frost: The Road Not Taken (http://www.bartleby.com/119/1.html)
1. "set for life" - not necessarily, plus you would have to sell the drugs, etc.
2. just lose 4-6 years of your life - criminal penalties likely greater
3. horrible effects of prison on your psyche and future work possibilities
4. possible death from involvement w/ criminal underworld
5. with a start-up you get transferable experience
Other reasons why this is a stupid comment:
1. Learn to spell succeed
2. Learn to spell lose
If you are not a native speaker, I apologize for #1 but #2 can be corrected with a spellcheck plugin. But it seems like you just typed quickly without thinking your comment through.