Funny banking is mentioned, I jacked in a position in the City to go and learn to drive trains for a living, though I also took a good look at commercial aviation. It wasn't really the hours that were a problem (I didn't work for an IB) but I just got sick and tired of the office and the politics. I would only go back if I absolutely had to.
Most jobs in banking, law, accountancy, consulting etc. which pay big money require insane hours and usually have loads of politics attached to them, it's cutthroat and you basically sell your soul to them. I did meet one bloke who really had it made following twenty years in an IB, he said he treated it in his mind like a massive game and that's what kept him going. Funnily enough, at the same event I also met a train driver who had switched from banking...