Entrepreneurs tend to say the only real job security is in the job you create for yourself. So yes, there is an argument that tough times are exactly the times when you want to have something other than a W2 job. Sure, a “guaranteed” paycheck is nice…but it doesn’t mean much if your job isn’t guaranteed.
And yes, there are certain industries that don’t tend to suffer very much regardless of what’s going on. Alcohol certainly is one of them, so you do have that going for you. A few people have asked similar questions. Have a look at these threads. I’ll add more if I think of them: