The "everything to do" is a blessing and a curse. Blessing: you're never in a meeting. Curse: everything else. I think the key thing here, if you're going to do everything yourself, is to make a product that isn't too complicated. If your product requires a tremendous amount of engineering work you should get help or you'll never get around to marketing. I speak from experience, sadly.
Wanting to give up: there are two things that get me through the days of poor morale. 1) knowing that if I give up I will have to get a job working for somebody, and all this glorious freedom of being my own boss will go in the toilet. 2) The fact that I am working on something with a workable business model gives me the confidence that it's just a matter of time. My product helps solve a problem, and people who have that problem are usually prepared to pay money for a solution. I think morale would be much harder to maintain if I were trying to build the next consumer-social-sharing app or whatever where the rewards may or may not come, even if I work well.