I made the switch when I was in my 30's. Looked at the same options as you and decided to do my training while keeping my previous job. Fortunately I worked 12 Hour shifts on a 4 day on and 4 day off rotation so I had plenty of free time. It took a little longer, but I was able to do everything without accumulating any debt.

Learning to fly is initially a frustrating process and many people quit prior to completion of their PPL. As was mentioned earlier, get your PPL prior to making any decisions to quit your current career. Also, before starting any flight training, go to an AME and get a FIRST CLASS FAA MEDICAL. Make sure you do not have any medical condition which would prohibit you from obtaining and keeping a First Class FAA Medical.

I have no regrets on making the change. Enjoy the ride if you choose to do it!