Talking about your boss: Is he/she the one who owns the company and the one who pays you, or just the one to supervise you?
If that "boss" who is just your supervisor or manager, and she/he treats you wrongly, you can make complaints to the higher management or your real boss if you know you work your best for the company, and you know you are not doing anything wrong, and then the problems belong to that supervisor or manager. Good employers or a real bosses/owners always want committed, engaged, productive employees. They know that not all supervisors and managers are always right. Supervisors and managers, in fact, are just employees too. Don't let them intimidate or bully you. And when you want to work well and enthusiastically, you think that you work for the boss who pays you, not for the "boss" who is just a supervisor or manager.
If your boss is the one who pays you and making your life a living hell, then there's no way you can stay. Look for another job as fast as you can.
If you really want to start your own business, do it by all means. If you don't have an ability to open your own business, it's different; if you are able to, why not?