Your missing out and Dodging headaches. Both approaches have merit. I have done both, in my eyes having a partner only becomes an issue when your show does well, success is a bigger strain than when you are not doing well.
the big question is do you need a partner? what will they contribute to the show, where are you weak, do you need an artist? do you need a business savvy partner? do you need a work horse to help share the load?
I think those questions are the ones you should ask yourself.