Hah, well, I'm not quite sure, hence this post.
But after spending the past few months researching and meticulously laying out a conquer-the-world startup idea, I've come to the realization that I'm not quite prepared for it. It's going to require too much money and I don't have all of the necessary skills to get it off the ground.
So, until I'm ready, I'm working on a couple smaller projects, both of which, coincidentally (or not), apply directly to the "big" idea. The goal is to make enough income from these projects in order to finance some travel (and the future startup.) Ideally, the skills from these smaller biz projects will prepare me for the big game down the line.
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As far as the big corporation vs. your own venture, my advice would be to try and develop your own things before you graduate. That way, it will be an easier decision in 2 years; either you need a job, or you don't.
That said, I personally would go for my own venture, simply for the personal freedom. Running an online business that makes ~30k a year would be worth significantly more to me than a ~60k stationary full-time job.