Would you rather like to be self-employed or working in a multi-national company?

I think its best to start with MNC to get great exposure of industry and build a great network and then move into being self employed...

Self-employed does not equal to owning a business that generate passive income (i.e. people or system makes you money while you sleep). Self-employment is closer to sole proprietorship or freelance. So my answer is - a multi-national company, because you have to care less, take less risk, get privilege of working in multiple countries (while travelling or via relocation), plus health benefits, compensation etc. But if you would ask owning your business and managing it as a business, not as self-employment, then my answer would be - of course being the owner, and not an employee. Though it's still extremely risky and demanding, but more fun.

Today I'd say self-employed (unless the multi-national was one I'd played a significant role in creating), however at other stages of my life, especially when I felt like I needed job security, I would have picked the other.