Brad pointed me to Dick Costolo's posting for entrepreneurs on whether there are too many companies (and all those other reasons) getting in the way of doing that startup you are itching to do.
Brad picked up the last few lines from Dick:
The key is to just get on the bike, and the key to getting on the bike is not the confidence in knowing you will be successful if you do x,y,z. The key to getting on the bike is to stop thinking about "there are a bunch of reasons I might fall off" and just hop on and peddle the damned thing. You can pick up a map, a tire pump, and better footwear along the way.
The rest of Dick's article is just as good.