Definitely a good idea. I'm thinking about writing a post at some point about how valuable outsourcing certain facets of the process can be, provided you have some cash.
You should! I've learned to use elance (and when not to use it too!), very very useful. Especially when starting out without employees. You can't do everything yourself, and it's stupid to try to do it.. but that's exactly what most people do when they start (and what I did). Market research is a very good example of a boring task that's very hard to do for entrepreneurs because it can totally destroy their problem/idea..