And switch jobs or get external offers often, and use it to ratchet up your salary to the higher end of market rate. Work for big corporations (they pay better), or be employee #1 or #2 of startup (stock >= 5% or it ain't worth it). Only do projects that have a high probability of success and which will make your resume more valuable. Live frugally and put it all into savings and passive investments.

Not what I do, but it's the best course of action for most people who want to retire in their 30's.

EDIT: As for what I do, I'm co-founder at a well funded startup, although without a CxO title, after bootstrapping a different business nights and weekends for around 2-3 years and fulltime for 1 year. My motivations are similar to graeme -- a burning desire to not work for someone else, and a driving need to accomplish certain things in the course of my life which no one else is doing. Also a certain uncomfortableness with perceived stupidity in how things are organized, which miraculously went away when I was the one doing the organizing. For people like me, taking responsibility relieves stress.