Is it really wise to do 401k if my employer does not contribute anything to it?
When there's an employer match, it's a nobrainer, otherwise you're throwing away money. W/o a match, it's a personal decision, but I think it's a pretty good one.
If you expect your salary to increase over time (significantly), you may prefer a post-tax ROTH IRA instead (that's what I'm in, after my employer move the vesting schedule to waaaay outside my intended employment period.)
The other benefit of the 401K is that the annual contribution limits are higher, so you can sock away MORE pre-tax than you can with the IRA.