Patent Information for the Individual Inventor

I have a great idea but I have no idea where to go with it. I feel like I am all dressed up with no where to go. I have an invention that I think would really sell a lot of product but when I went for patent information I was told that I need to have a big backer or some major company that was interested in my product. I wanted to secure the patent and then try to sell the product to the highest bidder. Is this something that is feasible or do I shop my product around first in hopes of a bidder that will not steal my idea?