Would you really leave your position to start your own business?
If we said "leave your job for another job", the other job is seen as a relatively static thing that already exists. You would be leaving your job for this thing. Starting your own business is an activity that you would be doing, so we would say, "to do", i.e. "to start your own business".
Would you change your job for having your own store?
This doesn't make too much sense because you are not changing your job (i.e. for another job, in the same sense). So it would then become:
Would you leave your job for having your own store?
Similar to the above, we wouldn't use "for". Also, I feel that having your own store isn't quite as certain as the opportunity to start your own business, which is a bit more of an abstract idea anyway (it could mean many things). So I would really phrase this as:
Would you leave your job so you could own your own store?
The use of the word "could" implies that this would be a possibility, an potential opportunity that would open up to you once you've left your job.