Business 2.0 says they've got 5 ways you can start a new business while keeping your day job. There are a few reasons why this might make sense for you, even if the reason why you're starting a new business is to get away from your old job. Just remember Keith's advice before you go this route.
Still, working for a corporation affords access to several things that are vital to a fledgling company: money, customers, market research, personnel. And it turns out that many former wage earners have successfully exploited these resources — legally, and in some cases with the assistance of their employers — to realize their entrepreneurial dreams. Some actually built their startups while working for someone else, while others simply tapped previous employers' people and cachet.
5 ways to start a company (without quitting your day job) [Business 2.0] [Lifehacker]