It's not that you shouldn't work at a startup, it's that you shouldn't let the startup convince you that their stock is going to inevitably be worth millions so you should accept a tiny salary up front.
Don't be Jack from Jack and the Beanstalk -- don't trade your cow for magic beans if you need to eat. Only make the trade if you won't be worse off if those beans don't turn out to be magic.
From a financial perspective, no. If you get more meaning from it and/or want more responsibilities and autonomy (on average), sure,