I have an idea that I suspect has a low probability of making any money (basically Chatroulette The Way it Should Have Been). I'm considering pursuing it anyway because it would give me the chance to get some hands-on experience with running a high-bandwidth web app (that probably will need clustering support) and it's interesting enough to look cool on my resume.
Unless some VC lands on my doorstep, I don't see any way to cover the server costs without holding on to my day job. (I hope advertising will offset some of the costs, but I won't count on that completely covering the costs, let alone keeping me fed.)
Does that answer your concern?