how does one pursue an invention idea?

I have an idea for an invention. I'm trying to establish costs for pursuing it, i.e., what costs are involved (patents etc.) and what would be a reasonable start up sum? I suppose I would have to at least create a prototype (are there other roads?). Once I've done that, if I don't want to begin a small business producing and distributing, is there a way to sell the invention?

I would appreciate a brief rundown of what the process is from conception to profits, what the major choices are, and the general cost/effort.

Thanks.