It is completely possible to work full time at whatever kind of job and to make movies in spare time; nights, weekends, etc. Not the ideal working situation for a filmmaker, but a way to get started and even a way to develop a significant body of work. With the low cost of production brought about by digital video this is doable. I've made 4 movies so far (1 short - Fresh Coffee, 1 one hour long doc/performance video - 17 DC Poets, 1 fiction feature on 16 MM - Wild Diner, one DV fiction feature comedy - Date Number One) with money from other work (office work, retail work, film & video production work, etc.) being one of the main sources of financial support for making the movies.
Of course it takes time to do things this way, and getting a studio or investors to put up all the money for projects is a lot more lucrative & quicker way to go probably, but, if those are not options for you, it is possible to make & show & sell your movie to interested audience members while using your day job(s) as the main source of income/financing for the project.
1 - Take your time. Shoot, edit & distribute as money & time allows. Don't feel like you have to finish a movie in one year or get it out soon after. What ultimately matters is that a good movie is created and made available to interested audience members. I've seen or heard of great low-budget indie movies that have taken about 5 years to shoot & edit and 3 years or more to become available on DVD; movies that have launched the investor & production & distribution companies backed portion of the filmmakers' careers. I also know of ultra-low budget DV film makers who make & release (start screening at least) more than 1 feature a year.
2 - Creating a feature that is made of several short stories might be a good way to lessen the stress of shooting a feature that is one 90 minute long story. Each short story can be shot in full within a few weekends, and then you can save up more money to shoot other segments of the movie in later times.
3 - D.I.Y. (do-it-yourself) screenings, bookings & film festival screenings can be your affordable theatrical release strategy. If you don't want to sell your film to a theatrical distributor or you can't, set up your own screenings for the public at whatever venues you can get access to, and also film festival screenings may get some publicity for the movie.
4 - Making & selling your own DVDs of the movie can be your home video strategy. Again, if you don't want to sell home video rights to another company, you can make & sell your own DVDs. The last time I checked you can get 1,000 DVDs replicated & packaged from DiskMakers for under $1300. You can also start the DVD sales project by selling home made DVDs. The DVDs can be advertised relatively inexpensively through blogs, websites, e-mail and of course through traditional media; newspapers, radio, TV, as you have money to spend on traditional advertising.
As time passes, what will be important is that certain movies, your movies, got made and are available to interested audience members, more so than how they got made & how they became available to the public. Lacking better alternatives, a day job financed indie filmmaking "career" is a good way to go. Who knows, if all goes well with the distribution & sales of your films, you might even be able to quit your day job one day. Regardless, in ten years it will be cool to look at your book shelf and see the DVDs of movies you made & released, even though you had to work a lot to get it done. And I am sure that the audience members who were really affected by your movies will also appreciate the fact that you got the movies done & out, by any means possible.