It's tough to say where you should start, there's no right answer and there are various possibilities and nothing is as easy as you likely hope it to be. The good news is that things may be more simple than you assume.
There are some companies that will likely be willing to talk to you without a patent, pending or not. To keep your options open, only talk to companies (and people) willing to sign an NDA. Public disclosure will affect patentability (if it hasn't already). Licensing an invention without a patent is not common but is also not unheard of. It also couldn't hurt you to begin making contacts in an industry and then when you feel better prepared to approach you might already have feet in doors.
If you could see yourself producing and selling/marketing the item yourself - maybe you don't need a patent to do that. A patent is a marketing asset. Depending on context it might be a hugely important asset, or it might be closer to an afterthought. Chances are it is somewhere in between the two extremes. Patents aside - there's no law that says you cannot begin manufacturing/selling an item yourself and then seek to license your invention. In fact, being able to document sales and consumer interest in your invention can help you strike a licensing deal. Of course the challenge there is having something to sell, if you don't have a patent to license or secrets to share you'll need a valuable brand. Brand creation can be challenging and doesn't happen over night.
Writing your own patent app is risky but read "Patent it Yourself" by David Pressman, study the subject over time, and consider paying an attorney to draft your claims. It's a lower cost possibility.
What kind of research have you done thus far (regarding your invention, its market, etc)? First step here is to gain just enough assurance that you are not wasting your time and money, and whatever you find should still give you a clearer picture of various prospects while helping to tailor strategy.
I don't know if this helps much, but obviously there is no clearcut answer here...