Just try not to get too deep into debt while working as a regional FO the first few years.
I also like what an AA captain told an FO friend of mine there....
"If you keep your FE wife and your FO house, you have a shot at keeping your captain's retirement!"
Seriously, this is where a lot of guys blow it in life, and this profession is no different. Live within your means, or even better,
below your means. Downturns, pay cuts, and furloughs are very common in this business. No matter what pay level you're at, don't expect it to last. Just because you're making $150k today doesn't mean you can afford the $450k house.
Also, when looking at the numbers for pay, remember that airlines pay you the same whether you live in California or Georgia. What seems like low pay in one place may be quite livable in another.
And, what seems like the jackpot may turn out to be peanuts if you move somewhere close to domicile and it turns out to be expensive. Take ALL of that into account when planning the financial side of things.
And on top of all that, take into account the most important thing--do you enjoy it. I took an even bigger pay cut than PCL_128 to start at AirTran, but it's worth it. I'm liking life a LOT better than I used to. And because
I do, my wife does. And my kids. And that's worth more than the paycheck.