My standard advice to aspiring physics and math researchers is basically the same as to aspiring performing or visual artists: don't do it unless you cannot stand the thought of not doing it (is 4 negatives a few too many?) and are better at it than almost everyone you know. Actually, the situation is even worse for budding researchers. Getting to where you want to be (say, a faculty job with enough time for research) is at least as long, as hard and as stressful and almost as expensive as becoming a doctor or a lawyer, but there are far fewer jobs available and they pay less. Engineering/programming/business is generally a better alternative if you are technically minded, and Masters degree is probably as much as you will ever need. Or maybe education, if you are into that.