I'd say think carefully about what you really want out of setting up your helicopter company. If its money! - stay flying privately and keep your other job to subsidize private flying!
Admittedly, I am an enthusiast rather than a career pilot but I quite enjoy sharing my passion for flying with the public. I've tried running commercial joyflights as an owner/operator in Oz but, to be frank, given the onerous system we have, it would probably be cheaper to operate privately and give the flights away for free. I learnt a lot from doing it but I wont do it again!
I'll stick with private thanks.
OOW