Do you feel more productive and engaged after starting your own company?
Absolutely. It's a huge cliche, but you only live once. Plenty of people are comfortable in their less-than-satisfactory jobs, and have external things to keep them happy - hobbies, family, projects. That's totally cool. But if your work is so unsatisfactory that it is making you unhappy in spite of your external pursuits, then you have to change. There is no point in doing anything that makes you unhappy. It's a risk, of course, but if you can absorb a little uncertainty, then just do it.
I think I've always wanted to be in charge of my own work - I like moving very quickly, and doing things rather than just thinking about them. Now that I run my own company, I'm in a position where I can do things quickly, all the time.
The engagement is a double-edged sword. I'm possibly too engaged: running your own company is a 24-hour a day thing, you're always thinking about it, and can become obsessed to your own and your company's detriment. But I'm gradually getting better at that - making sure I switch off, and take holidays, and do things that take me away from thinking about work.