For me I'm living like a pauper - broke, in debt, family-less (g/f of many years wants stability before we have a kid) and well right now I'm not sure why I chose this path the past 7 years (2 start-ups).
I do have a nifty/interesting resume, a lot of cool stories/experiences of my own that a day job would never provide and an idea of mine has been copied/worked on by dozens including one that now has 1.5 million users/raised $3 million (not me though).
IS it all worth it?
EDIT: I find myself asking this question when the rollercoaster slows down (slow times/nothing exciting happening .. heads down development). Currently, the coaster is going 10MPH, though two/three weeks ago it was going 100MPH.