I work full time and run my business part time, which can be challenging. It's great to have the security of a full time job, but I also find myself wanting to spend more time on the business.
Right now though I am focused on just doing the best I can. Some days that means I get to do fun things, but usually it means dealing with accounting, marketing and all the day to day stuff that goes into running a business. Those moments though where I teach an interior design class and people are really excited, or I score an amazing find at an estate sale, make it all worthwhile.
If you are a solopreneur take a look at One Woman Shop. They have a lot of great resources available.