I know that I don't have to tell any baseball fans this, but I thoroughly enjoyed my time playing in the major leagues. In fact, I loved every second of it. Who wouldn't?

But like many professional athletes, I had to adjust to life after the major leagues. You've read about how some athletes find this to be a horrible struggle, out of the limelight, not really sure of how to spend their days.

I was lucky in that I had businesses that I set up for myself, and after I trusted a broker who lost $1.6 million of my hard-earned money, I learned how to handle my own investments. I was fulfilled away from the field. But I will tell you that even with minding my businesses and my investments, I had a few shocks to adjust to.

One of them was taking a commercial flight.

I know that may sound a little snotty, but certainly you know how I feel. Does anyone enjoy flying commercial these days?

Flying on a regular airline is especially difficult and expensive if you have a family. The hassle of getting to the airport, checking your luggage, waiting to get through the security line, and then finally making it to your seat.

Even when I flew first class, this was no joy. After paying big bucks for first class, you still have to deal with every person who sits in the back of the plane hitting you on your shoulder and elbow with their luggage, purses and whatever else they may be carrying as they pass by.

After all this hassle, I just came to the realization that there had to be a better way to get to where I wanted to go. So I looked into taking a private jet.

Once I did it, I loved it and swear that I will never go back to flying a commercial tube. Now, before you get huffy and think: "Big time baseball player enjoying his private plane," just take a breather. A private plane is expensive, but it may be worth your while. At least, it's an option that you may want to consider.

First, let me dismiss a few myths about taking a private plane. You don't always have to rent out the whole plane. Many private jet companies will let you share with other travelers, and that reduces the expense greatly.

Much of the cost will depend on where you are going, and how flexible you are with your travel plans. Flying private is an especially worthwhile consideration if you're taking a trip with the whole family on very little notice.

For example, if you want to fly a family of our first-class from New York to Los Angeles with only one day's notice, your total outlay for this would run anywhere from $14,000 to $21,000, depending on what time of day you left.

Generally, you could fly a private jet for $65,000 on the low end, though the average price should be around $85,000.

Second, flying private eliminates so much of the travel hassle that it's worth some extra money.

Now, remember, the commercial airlines tell you that flying first class is worth it, but what hassle do they eliminate? You still wait in line to check your luggage, and you still have to wait to get through security, and there's no guarantee that your luggage is going to land at the same time that you do. If you fly first class a great deal, you know what I'm talking about.

When I take a private jet, it's so easy. I just drop off my luggage, go through the security very quickly, and then I settle back in my plush seat and take off when we're ready. Who needs to follow the schedule of a commercial airline, when you can pretty much set your own.

There are plenty of light jet operators to choose from. But one I like is

Avantair

(AAIR)

(Full disclosure here, Avantair is an advertiser in my magazine, The Players Club.)

Headquartered in Clearwater, Florida, Avantair is the only publicly traded stand-alone, fractional operator and the sole North American provider of fractional shares in the Piaggio Avanti P.180 aircraft.

Avantair has risen through the ranks to become the second-largest fractional provider in the Light Jet category in terms of the number of aircraft sold through September 30, 2008. The Company currently manages a fleet of 50 aircraft, with another 59 Piaggio Avanti IIs on order through 2013.

Avantair's fractional program offers a good value for private aviation. The company maintains the lowest fuel surcharge in the industry, charges no hourly fees and has significantly lower annual operating costs when compared to other fractional providers in the light jet category, offering consumers upwards of 47% yearly cost savings over its competition.

Furthermore, the Piaggio Avanti rivals the speed of most aircraft in the light jet category, and with the same cabin cross-section as a super mid-sized aircraft, the Avanti delivers unmatched comfort and flying experience. I have flown one of these, so I know it firsthand. You can check out Avantair for yourself. Here's the

Avantair Web site.

You have plenty of choices in leasing a private jet. Another company is

First Flight

(FFLT)

. You can check out their services at the

First Flight Web site.

Quite a few companies specialize in leasing, and you can check these out at the Web sites, and often book charters. One of them is

Air Planning

. Another is

OneSky Jets

and another is

BlueStar Jets.

I would have never known how wonderful it is to fly a private jet if I hadn't tried it out. That's what I want you to do.

If it's for you, then wonderful. I've saved you some hassle, and you'll find that you have more time to work on your business or relax. And if taking a private jet, is not your thing. Well, that's OK.

But you never know. Maybe I'll see you on a private jet sometime. (I'll be the guy in the suit and baseball cap.)

At the time of publication, Dykstra had no positions in stocks mentioned.

Nicknamed 'Nails' for his tough style of play, Lenny is a former Major League Baseball player for the 1986 World Champions, New York Mets and the 1993 National League Champions, Philadelphia Phillies. A three time All-Star as a ballplayer, Lenny now serves as president for several privately held businesses in Southern California. He is the founder of The Players Club; it has been his desire to give back to the sport that gave him early successes in life by teaching athletes how to invest and protect their incomes. He currently manages his own portfolio and writes an investment strategy column for TheStreet.com, and is featured regularly on CNBC and other cable news shows. Lenny was selected as OverTime Magazine's 2006-2007 "Entrepreneur of the Year."