If I don't participate in research in first couple of years of PhD , how much am I losing?
I think it's better to be involved in research from the beginning of a PhD program, but I've seen plenty of programs designed to discourage starting research until the student has passed the qualifying exams. Both models can lead to good PhDs and good careers afterward. You appear to be in the enviable position, assuming you can sustain it, of being able to save a substantial portion of the salary from your day job so that when it comes time to start some research, you can do so with your own funding. If the project goes well, and you are good at research, you may be able to complete your dissertation more quickly than someone who has to work on a funded grant which has deliverables other than your thesis.