A New York Times published essay by a Stanford graduate who went to management consulting, then venture capital, and finally entrepreneurship.  Best quote that probably resonates anyone working on a startup is:

“Exciting as it may be, however, the entrepreneurial life is far from easy. Stress is a regular part of the day. Money is tight. There are frequent emotional highs and lows, and the desire to succeed can become all-consuming. Underlying all of this is the knowledge that failure is the most likely outcome.”