My day job is at a boutique consulting company that explicitly allows side projects in our employment contract. The founders are very pro-entrepreneurship with employees and encourage us to find and work on side projects.
My schedule is usually something like:
4am/5am-8am Side project work 8am-4pm Day job work
I usually take one of the weekend days off. The other one I may work an hour or two before my family is awake.
It helps a ton if your employer allows it. Seems like it might be hard to come by employers who do this though.