Sure, there's that common stock phrase in the suttas: "it's not easy living at home to practice the holy life totally perfect, totally pure, like a polished shell. What if I were to shave off my hair & beard, put on the ochre robes, and go forth from the household life into homelessness". However, it wouldn't be a good idea for one to just head straight into the jungle by himself. In MN 4 ( http://www.accesstoinsight.org/tipitaka ... .than.html
), the Buddha describes to a brahmin the qualities required of a monk who wishes to live alone in the forest. He then relates an account of his own attempts to conquer fear when striving for enlightenment..