I agree about the overload/sanity. My best chance of dropping the consulting is, without a doubt, in silicon valley. There is an entrepreneurial-supportive environment there that I feel would greatly increase my odds. The biggest upside, however, is the jobs I can get in between my own startups - if I never do succeed. I can get really interesting work in Silicon Valley that I can't get here - which means I'll be less apt to start a company just to have something interesting to work on. I'll be able to channel my creative juices into a more interested job.