As two longtime business consultants, we make a point of keeping in touch with former colleagues. When we had lunch recently with one who had left consulting to join a startup, we were eager to hear how he was faring. Admittedly, we were even a little jealous of what sounded like an interesting, high-energy venture. But once we started asking questions to get a glimpse of what life was like on the startup side, we could see that after just two months in the new job, he was miserable.