Ditto. I too love video, although I have to admit once in a while it's nice to relax and not have to worry about equipment failures, etc. I have not taken any formal training; I did take a certification course online and if there was a cost to take it, it was nominal. I have purchased 3 cameras, 1 DVR, and 3 video shirts and my first month or so of work covered all of that.
Pros: better pay, shorter reports (generally speaking)
Cons: upfront/replacement costs, equipment failure, not all MSCs doing video yet so not as much work....YET
I say, go for it. You can usually lease/borrow the equipment from an MSC to get started and to see if it's a good fit for you. If you do decide to take the plunge, buying the whole setup together (DVR, camera, buttons, etc) is usually cheaper than buying them separately, but be prepared to spend about $700 depending on where you get it.