Alright, I saw this question and took a good part of the day really thinking about it. I spent the time, because a couple of years ago, I was in a similar position. I had a busy job managing a ton of stuff but interests and aspirations outside of the industry I was in, on my own.

GENERALLY:
1)
Find a couple of good podcasts about entrepreneurship and listen to them on the commute to and from work. You'll find that they inspire you throughout the day and make you think about your business throughout your busy day. Finding the time to read books that can inspire or instruct you is likely difficult.

2)
Conciously think differently. If your goal is to leave your current position to work for yourself, you need to adjust not only where you spend your time, but how you think about work.

3)
Change the way you work. If your goal is to eventually leave your current job for your new startup, changing the way you work at your current job will free up a lot of time.

Write down what makes you valuable in your current position. I'm not talking about a complete job description process list, but rather a brief point-form list of things that you absolutely must do to keep your current job and maintain your respect at work. Throughout your start-up, you can refer to this list and make sure that you're still doing a good job and feel good about the minimum requirements that are being met.

This is where you'll notice a huge amount of time become available. Often, busy managers (and remember, I was one) spend well over their time in the office working. They think about work at home, they finish calls in the car, they use weekend mornings to draft up a quick few emails. Wherever you spend your extra at-work-but-not-at-work time, stop it now.


SPECIFICALLY SPEAKING TO MARKET RESEARCH
Market research is one of the smartest things that you can do while you're still "workin' for the man". By "market research", I'm going to assume that what you really mean is "proving that there are customers" for your new product or service. Please correct me if I'm wrong.

0)
Setup a private, invite only website.
Nothing fancy, just a straight place where you can describe your new product or service, show some photos, video or whatever, and ask for (hidden) comments. This could act as the central, 24x7 location for the collection of your research.

1)
Reach out to your close friends and family. They want you to do well in life. Tell them what you're doing and they will help you. If they believe in your idea, they'll employ their friends and family and you should very quickly have some direct feedback, some action on your new website, or maybe even a couple of customers.

2)
Ask to meet with prospective clients evenings and weekends. Also, vacation or lue time always comes in handy. These are the obvious times to use but I might suggest stacking meetings together so that you still have a little down time.

3)
Lastly, if you have startup capital saved away and can afford it, hire a sales person now. Even if you're not done developing the product, hiring a sales person will allow you to delegate the initial marketing and ramp-up to this person. Often, new startup CEO's are scared to hire a salesperson early. However, it can be far less expensive and far less of a risk to let another person execute your market research and initial marketing. It's not like you won't be involved, just that you'll have time to continue your 9-5 work.

"Before the focus groups, before the board of directors, before the investors and sometimes before the idea itself, there is sales."

I sincerely hope that what I've wrote helps you. I've had to generalize a lot of my answer. If you can share any specifics about your product, demographic, etc, I'd be more than happy to come up with more some specific ideas for you.

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