I agree with all the previous comments, particularly what Jeff said about the "better" jobs find you. I am certainly not anywhere at the same DBA skill level as say Jeff, Gail or Sean but I was a Sr. DBA before I got into BI. I loved most of it but did not like dealing with things like licensing and budgeting - I like being in the trenches writing code or building something. My degree is in Business Management but I have no desire to be anyone's boss (I love mentoring though).
The cool thing about the world of data and related jobs (DBA, SQL Developer, BI Developer, etc, etc..) is that the skills you learn from one transition nicely into the next. A good DBA can do just about anything in the world of data IMHO. My career path was Tech Support > System Engineer > DBA > BI Developer (w2) > BI Developer (s-corp) > BI Developer Consultant (current).
If you are good and live in a large city (e.g. Chicago, NY, LA, San Fran, DC) then it is pretty easy to start your own thing if that's what you are interested in. There is more demand than there is talent and the percentage of companies hiring independent consultants is growing. I went out on my own for about a year and liked the money but it's time consuming. I was recruited for the company I work at now and love being a consultant. Its a full-time job with great benefits yet I get the experience of working on different projects for different companies. I love what I do and am never bored.
Go to a SQL in the City, SQL Saturday or SQL PASS and pick people's brains. That helped guide my career in the right direction.
"I cant stress enough the importance of switching from a sequential files mindset to set-based thinking. After you make the switch, you can spend your time tuning and optimizing your queries instead of maintaining lengthy, poor-performing code."
-- Itzik Ben-Gan 2001