[plamb]

Entrepreneurship is about both things. Typically the second route is one that is going to take longer, cost more, and require a lot more explaining. As such it is generally a bit riskier (ideas 'ahead of their time' can take years to mature).

If you don't have a outside responsibilities like a family, you should leave your job to pursue your idea. Entrepreneurs unwilling to take the risk of leaving their job to follow their dream send a bad signal to investors-- you should be passionate enough and believe enough in your idea that you're certain it will succeed.