I live in Canada I am aware. That is why you get your M.D. here for cheaper than in the states and then go to practice down there and make large sums of money. If you are looking for a challenge then you should still probably go with med school if that is legitimately a viable option. If you think starting a business is less of challenge you are wrong, however it is much more of a risk.
As I was growing up I watched my dad build a very profitable business, he is currently shopping for a ferrari which should say enough since I don't want to talk numbers. He is a smart dude and a hard worker, he still has the highest marks anyone has ever received for their MBA for the university he studied at (not naming institution as this is something you can look up). However, while he is making large sums of money in the time it took him to build this business post MBA if he had gone to med school and moved down south he'd be making similar pay with fewer hours per week.
That is anecdotal however I just want to point out that starting a business, if you want to do it right, is by no means easier than med school but is more risky. If you want to call my response 'semi-intelligent' I suggest responding in a similar manner minus the condescending tone.