I'm planning on moving to Las Vegas to do this. It's extremely cheap to live in Vegas. Most of the pitfalls that sink aspiring pros shouldn't be a problem:

A. I don't drink and don't do drugs.
B. I don't sink money into table games, slots of sports betting.
C. Work ethic isn't a problem, I have no problem grinding 60+ hours a week.

I'm working right now on getting some part-time jobs that I can do from home in very little time to supplement my income. Hopefully to the tune of 2K per month. If worse comes to worst, I'll eat off casino comps.