If you want to learn from your failures then entrepreneurship is the way to go. As rightly said by Abhijeet, entrepreneurs take a lot of risk and are seldom answerable to anyone (unless you have a board of directors to report to) .. entrepreneurship is a lot like playing a game without rules
Intrapreneurship has its own pros and cons because external factors like the amount of freedom you enjoy in the company, risk taking appetite etc are dictated by the parent company and hence its a subjective matter.