S.C.
I have a couple of ideas that I haven't pursued because of what I fear it will cost to try to bring the idea to market. Depending upon what you are trying to do, you may or may not incur a lot of cost, so you should explore it for yourself.
I attended the 2005 Ideas to Profits conference at the University of Wisconsin/Whitewater campus about inventing and learned a lot. You can view the slideshow from the 2005 conference here:
http://academics.uww.edu/business/innovate/workshops.htm
I also joined Texas Inventors Association - http://www.txinventors.com/. They meet monthly at a library in Plano. The best gatherings are when they have a speaker. I heard the inventor of the Bra Ball (www.braballs.com) speak and while it was really interesting, it scared me even more. The inventor spent a LOT of money and her idea was taken during the patent process by "Bra Baby." On top of the costs she spent to get the prototypes and patent, she went to law school to understand the legal system better after being denied the trademark for "Bra Ball." She fought the system as was finally allowed to trademark the name. She said she had an order for a large retailer, meaning she could make millions of dollars, so the investment will likely pay off well, but you really have to know and believe that your product fits a consumer's need.
Another good source of info is http://www.asktheinventors.com/ These two women created Ghostline paper and have written a book about inventing products. They are founders of the Texas Inventors Assn. as well and are very willing to answer questions you might have. Try to attend one of the Tx. Inventors Assn. meetings (first one is free) and they will be there.
I don't want to discourage you from pursuing it. I just wanted to share my experience as someone who thinks she has a pretty good idea but hasn't made the leap yet after doing a lot of research on pros and cons.
Good luck!!