My brother was a private investigator before he become an electrician journeyman (I forget what's after journeyman... master?).
He made really good money, but he was absolutely miserable. He would sit in a car sometimes exceeding 110 degrees (can't run the car or you give yourself away obviously), and he'd sometimes sit there for 12 hours without so much as really moving around.
It's not glamorous. I'm sure some PIs get to work on projects that are a little more exciting, but they had teams of people, and they all did the same thing: Drive, wait, and film.