The weird thing for me is how trapped I felt by my vest dates before leaving the comfort of a well-funded business. I could afford vacations and clothes I wanted, if I waited long enough and kept getting promoted I could eventually buy an overpriced but lovely home in the Bay Area somewhere but I'd never have enough money to really live free.
Do I regret leaving to start a company and ultimately fail? No. I used to be poor and I got used to being poor again. Leaving the island was awful however: paying for food and healthcare again, an inability to enjoy the myriad distractions of the bay. I might never be able to afford a home of my own but I'm lucky that my wife is an artist and is happy to entertain the struggle as well. I'm actually on company number two but this time with some funding.
It's a hero's journey, like the odyssey or wandering the desert. I somehow have found peace with all this; the debt, the fear, the stress. The journey itself is the reward even if it is a bitter one.
What I'm saying is, if you get the sense you don't want to be a lotus eater in Silicon Valley, say fuck it and pull the plug. You'll grow some scars, it will absolutely suck (even my peers who did YC feel this way), but you'll feel some kind of cosmic satisfaction with your path like Odysseus.
And if you don't gain that peace, you can always get another job :)