Yep, the Buddhist stories say that he spent a while as a rich prince, then some sort of eXtreme(TM) yogi, and neither really worked out for him.

The popular American impression of Buddhism is pretty weird - historically, it's heavily skewed towards Japanese Zen Buddhism, but secondhand, from the Beats* . The way people talk about Zen, you'd think it had antioxidants or something.

* Due to their infatuation with the San Francisco Zen Center, Shunryu Suzuki, etc.