That was my story too for some time. Working on gridspy (still sub-profitable) while also holding down a fulltime job. See http://blog.gridspy.co.nz/2010/02/part-time-entrepreneur.htm...

Now I'm contracting on the side while working on Gridspy. It is a hard slog, but totally worth it. We are creating a increasingly professional offering. I'm really looking forward to when we go to market and start selling this thing. Now I have the next problem - how much to contract (money) vs how much to work on Gridspy? http://blog.gridspy.co.nz/2010/06/breaking-away-from-the-man...