After all, if you spend all day on clients' marketing, new product development and communications budgets, inhaling creative ideas and predicting consumer behaviour, you might spot a market gap you could fill with a brand of your own.
And once you've spotted your opportunity, your day job will probably enable you to design and execute your brand with the finesse and expertise that the everyday inventor-in-a-shed lacks.
Take Camilla McLean, an account manager at McCann Erickson, for example.
Her advertising experience was a key ingredient in the launch of her range of forfeit cookies, MissChief, available in Harvey Nichols and Selfridges.
Meanwhile, Brian Turner, a creative at Clemmow Hornby Inge, has put his creative bent to good use with the creation of, ahem, a home pole-dancing pole.
Rather more proven success stories are also aplenty, though. Peter Scott, one of the founders of WCRS, found his own brand opportunity in his backyard.
After discovering a spring on his Hampshire estate, he set up Test Valley Water in 1995 to distribute the mineral water he branded Ashe Park. Further afield, Red Cell's chairman and chief executive, Andy Berlin, was a prime mover in the launch of the Converse trainer.
The real trick, though, is juggling the challenges of creating and distributing your own brand with the small matter of your day job. Here, four adland entrepreneurs share the secrets of their brands.
BILL MUIRHEAD'S - Porkinson sausages
The story of the beginnings of Porkinson sausages developed over a wine-fuelled evening with Norman Parkinson, the photographer and Porkinson's co-founder.
I had been working with him on a Silk Cut shoot and one evening he came over to do some family shots for me. My wife was distraught at having to feed this A-list celebrity but, having been living in Tobago, he was craving some British food, the epitome of which he thought was sausages.
As the evening wore on, it came out that he had a sausage recipe and I loved the concept of a famous photographer making a sausage. We came up with the "Famous Porkinson Banger" name and the next morning we registered it.
From there it took off. We took the recipe to a champion sausage-maker, who made up a batch and then, using a line that I never really expected would work, I phoned Fortnum & Mason, saying: "I work in advertising and I've made these sausages - will you take some?" Amazingly, it took them and they sold out in the week.
Paul Arden (the chairman of Arden Sutherland-Dodd) designed the packaging and we launched the brand at the Ritz with lots of Norman's model contacts.
Elizabeth Taylor was even photographed coming out of the hotel with a Porkinson bag. There is just something so incongruous about beautiful people eating sausages.
We targeted the sausages at a very top-class market, getting them into The Savoy and on to Concorde, only allowing them on to the menu if they were branded "Famous Porkinsons".
What the business really gave us was an insight into the risks of marketing your own brand and how expensive it could be if it went wrong. We were lucky to be so well-placed to do what we did, set up with designers, photographers and the marketing expertise from the Saatchi business.
In 1993, we decided to sell the brand off, though - it had become too successful to be able to run as a sideline to the day job and I wasn't prepared to give up advertising to become a pig murderer full-time. I forget how much I made out of the sale - needless to say, it was not enough to set me up in the south of France for life.
Following various acquisitions and mergers, Kerry owns the brand now and, competing against other top-end products, it holds a small but significant share of the sausage market. Kerry pays to retain me on a consultancy basis and it's nice to continue having some involvement with the brand.
- Bill Muirhead is a founding partner at M&C Saatchi
BRUCE CROUCH'S - Keepy Uppy
As ardent football fans, myself, Duncan Bird, Kevin Brown and Andy Bird came up with the idea of marketing the Keepy Uppy football concept. It originally started as a programme idea and we pitched it as a Pop Idol-like competition to various channels.
We teamed up with Music and Brands and @radical.media and worked on what became a game that includes a ball,a stopwatch and a DVD featuring star keepy uppers. We then approached the toy manufacturer Upstart, which agreed to produce it.
In truth, I am amazed how well it's done. At Christmas, it was the best-selling game on Amazon and now it has sold 100,000 units at a retail price of £19.99. There are now plans for the launch of an indoor Keepy Uppy game and there's some really exciting expansion plans to take the game into markets such as Japan and the US. We've just launched in Lisbon, too, in time for Euro 2004.
Despite the game's success, there's still not quite enough money in it to keep me for life and, in truth, I wouldn't give up advertising. It does make things more interesting, though, as you can develop a narrow view in this business and it has widened our perspective.
The whole thing has been good for the agency - being in the position of the client, we've learned at first hand about all the issues that a client can face. Actually, though, running the brand isn't all that different from our day jobs. So far, it's all been about executing ideas and that's what we do in advertising.
In fact, it's surprising that other agencies haven't done similar things as there is a real creative overspill from advertising people. It does require real tenacity to see an idea through but it's worked for us.
The ideas company, Keepy Uppy, that we have formed as a result of the game is now employed to investigate and develop other ideas for Upstart.
- Bruce Crouch, Duncan Bird, Kevin Brown and Andy Bird are the founders of Soul.
SUKI THOMPSON'S - Bunker Gin
Years ago, my family owned Beefeater gin and my uncle owns a distillery where he produces various spirits. So I have gin in my blood, so to speak.
I decided to start up my own-label gin brand five years ago, as I had always dreamed of running my own business and this was the obvious, not to mention most enjoyable, choice. I inherited a gin recipe from my grandfather and arranged for my uncle to distill the alcohol from his London distillery.
Its name, Bunker Gin, was derived from my maiden name as well as fitting in with its positioning as a golfer's drink and as a bottle that could be taken golfing.
TBWA\London's (chairman and executive creative director) Trevor Beattie and (creative head) Bill Bungay, who were friends of mine, designed the packaging and a few months later I launched the product at Olympia's annual wine and spirits fair.
And so Bunker Gin (and the "mad bunker woman" epithet) were born.
In the first three years I had lots of promotional activity going on.
I got coverage in the national newspapers, I produced fliers and did lots of direct mailshots. There was no above-the-line budget but, through a combination of below-the-line marketing and trawling around golf clubs, I got the brand into 60 or 70 club bars around London.
Unfortunately, the venture has made almost no money. There's hardly any profit to be made in own-label gin, which is why there are so few around.
With VAT and overheads, I was lucky to make 50 pence a bottle but the idea was never to make money, it was for fun.
My advertising background was helpful in the creation and promotion of Bunker Gin but, ironically, the brand was more helpful to me in my day job at The Haystack Group. All the learning about distribution, building a brand and running the Bunker business went into setting up my consultancy and has contributed to its success.
- Suki Thompson is a managing partner at The Haystack Group.
JEREMY SINCLAIR'S - Villandry
There was a boom time in the mid-80s when there wasn't an agency in town that didn't have a restaurant to take their clients to wine and dine in. My decision to buy Villandry was rather after its time, and, as a creative head as opposed to an account one, my wining and dining is really not that helpful at generating revenue for the business.
It was more an emotional decision: when Villandry was on the brink of going under, I bought it from the receiver. I went in and basically stopped it haemorrhaging money. Martha Greene (the former managing director of Stark Films), who I worked with when she was a producer at Saatchi & Saatchi, stepped in as the managing director to run it on a day-to-day basis.
As a majority shareholder I do, of course, get involved with any big decisions concerning the restaurant and any marketing we do. I'm very happy that Martha is in charge, though, because running a restaurant is just so much more gruelling than being in advertising. There's no way I'd quit my day job to do it full-time.
We have been very successful and over the past few years have almost doubled its turnover. It's gone from receivership to being profitable.
We now have a stable infrastructure, so the next thing will be to take the brand and the concept on a step. There are infinite ways to expand it by selling branded goods or our fresh produce or by developing more restaurants.
- Jeremy Sinclair is a partner at M&C Saatchi.