Dean,
Sage advice from 69. You're not too old at 33 (I'm 32, but in the "fortunate" position of having graduated already), but contrary to the advice I would offer the younger guys, you need to get in there pretty quickly before age starts to count against you. The younger guys are lucky in having the time to see long-term improvements in recruitment and to build up the funds to support their training.
Whilst there are undoubtedly companies willing to take on the 'older' pilot (please God, let me find one), many more have an arbitrary cutoff at around 34 unless you have the flying experience to go with it. As an 'new' pilot you won't.
The cost is tremendous and escalating quickly, and you also need to remember to consider the cost of living expenses for an extended period of time. Also, if the market continues to remain sluggish for employment, you need to consider the additional cost of maintaining some kind of flying profficiency (preferably twin instrument time) as well as the cost of renewing your medical and flying ratings after you graduate. It really does get quite frightening. Too many guys get the money together to pay for the course and rush off without thinking a little further ahead (me for example!).
Plan you finances very carefully for at least the next 2 years, and if you can take the strain, come on in - the water's lovely.