Well, it depends on your needs, situation.

If you are not running after money but want to work for yourself (passion for being an entrepreneur), I would suggest you to take risk and start your own company. Try it for a year. I possible also have a co founder who's frequency matches with you but skill sets are complementary with yours.

If you need more money. Forget about starting a company now. Get few years of experience (4-5 yrs). And than start.