All the way!!!
I am an Airline Captain, flying B757. I took the change you are talking about in 1990. That was very difficult time in aviation, no jobs available.
I stayed on my decision and went all the way. This process took time and effort. Many of my friends who did the training at the same time never qualified. The gave up because the life was too damn hard to find a job as a pilot!
Today, with JAR the things are better for the pilots in Europe. More expensive though, but less pilots available and the retirements opens jobs more and more. Also, there is less pilots seeking into this job due to increasing training costs! But, you have to make the decision and go all the way. CPL??...ok...finish your ATPL courses, do MCC and all what the airlines need and you will find a job. REMEMBER it's all about you.
I used to be in marketing business, there is a similarity. You, as a pilot will sell your self to the company like any other product you could think about. It's not what you can achieve by joining a certain airline, but what the airline can have out of you!!!! You have to be ambitious and prepared. While studing, try to get contacts with an airline and tell the Chief Pilot or who ever is in charge in that particular company of your status. Remind them, and when you have done with your education you let them know. They will appreciate your efforts. This is just one example, but you have to stay "tuned".
It's big money you talk about. But, if you have the quality needed, this job will pay it off. Terms and Conditions are getting less attractive on these days, but that is the trend of the entire aviation world.
Sometimes you have to take a step back to make 2 forward! Only tip I can give you is: Ask your self if you really want to give up a lot, then, maybe you will get reward at the end. It's HARD to make it through, but....it's up tp you.