Aside from Paul Graham’s list of reasons not to do a startup on your own (http://www.paulgraham.com/startupmistakes.html), there’s another very simple one: pronouns.

It’s much, much nicer to be able to write “we” on a corporate web site. “We” could be anything from 2 to IBM’s zillions, but it implies a real organization, whereas “I” implies some guy off working on his own. Of course, you could lie and write “we”, but that will probably catch up with you at an inopportune moment.