Not all MBA's are two-year programs. Here in Europe most MBA programs are just one year long, which makes much more sense.

I'm currently getting my MBA at a really good one-year program, and I'm using it as a testbed and launchpad for my new company. If in the course of a year, with all of the connections and opportunities at the University, I can't get enough traction I'll cut my losses and get a regular (but non-consulting and non-finance) job.

So it's not necessarily one or the other. Doing both is pretty tough, but certainly not impossible.