It sounds so cliched to say things like 'you have to live out your dreams' etc, but in someway, it takes some courage to do that. The easy option out is to get a basic job somewhere, with some career path, and make the most of it in order to pay for rent and food. It's a cop out, but most who live in the rat race know it, and deal with it.
The only person I know who's in a career change is Chief B. He spent the last 8 years or so working on contracts to build Lotus Notes Exchange systems. The thing about contract work is that is pays REALLY well. And of course, since it's contract work, you don't work the usual 9-5 for the rest of your life. Most contractors work 3-6 months on, and then take the rest of the year off.
Put it this way, most computer programmer contractors earn in 3 months what the average joe blow earns in a year. Just ask Chief B.
So for the last 2.5 years, he's been living off savings and working on his script writing. That's his dream job, and he's making some significant breakthrough. One of which will be announced here one day soon, heh.
The other thing I would say is, for anyone wanting to do something different with their lives, they HAVE to do it before settling down, getting married, and having kids. I did all that, and even moving to America is still part of that experience. I just happen to be married now. I'm not sure what my career change is going to be yet, but it'll come sooner or later.
Until then, I might start playing the lottery.
P.S. Oh yeah, a cousin of mine in Australia is an investment banker (he has an MBA). He's also a writer on the side, and he wrote a novel. Last month, Penguin Publishers picked up his novel and have paid him a WHOPPING advance. Needless to say, he's quitting his job and becoming a full time novellist.