The Cleveland Balloon Fast of 1986 (google that phrase) was a big one: releasing 1.5 balloons on a rainy day will cost you 650000 dollars.
Putting your name and the words "Personal Injury Attorney " on a billboard, without a phone number, website, or any other way for people to contact you, will cost you too, though not so much.
Paying for an ad that asks people to call your cell phone, which you answer with, "Hey, what's up?" will cost you too.
The last one is downright idiotic and was performed by a window installer I once worked with, who argued that it did not matter as nobody was calling from my efforts, and got annoyed when I played one of the recordings of him being contacted as a result of my efforts.
The second one is happening now in my city, and I am thinking it might just be the printer messing up.
First one was done by a good company that was working with a reputable ad agency, which, however, did not understand well that meteorological conditions count in outdoor advertising.
I bring this up because a) I was just reminded of the one with the balloons and it awed me yet again and b) because I see people on Warriorforum agonizing about getting things right and, often, agonizing themselves out of acting.
My long-winded way of saying that thinking, researching and planning can take you only so far, stop researching the size of the market, wondering which oto is the best or what domain name is best and do something.