<p>I would like to start a small part time business other than my full time programming job. Have you guys done that before? I know programmers who teach in evening schools after work. But then again, that is not business. What would you recommend to get another income stream going?</p>

I would recommend having some sort of business plan. Don't just start writing some application or creating some web site and think it will sell. Do some research on the actual market for your product.
Also, having done it before, I would suggest having at least 1 other partner in the business. Doing it all yourself quickly becomes a waste of effort. You can do it, but it sure is a heck of a lot easier if you have someone to help with ideas, programming, accounting, web design, etc.
Also, think hard about whether you really want another job outside of your current job. I don't know what your life is like outside of your day job, but having another job (particularly one that requires daily attention like a website that has to be constantly updated) can be a real drain on your life.
If you do come up with a business plan and start a business, make it something you thoroughly enjoy! It can be very rewarding if you do.