I'm 30 now. If I woke up 20 again, I'd like to be offered the following advice:
1) Don't accept blindly the first paid internship you get, no matter how "big" the "big corp" is and how blessed your parents think you should feel (bear in mind, this was Portugal 9 years);
1.a) If you do accept, you don't have to stay there afterwards. Don't "stay" just because you're comfortable, particularly if you know, deep-down, you're not doing anything worthy or you hate it;
1.a.1) Even if you stay, move - sooner rather than later - if you suspect you should've already been promoted or "grown" inside the company. I'd say that, if you're not promoted or adequately appreciated within 3-5 years, chances are you won't be, at all. You'll deeply regret the years lost at that company, particularly if you're not fond of the business;
2) Overtime is a an exception. I repeat, exception. No money will ever pay the time you wasted in OT, particularly if it was for a company you don't like or a product you don't believe in;
3) A company funded PhD is a lovely idea if you're in love with the company. If you're not, or if you have any kind of bad feelings about it, "run". It's a very long term commitment, and the company will make you pay if you leave. I did; I couldn't stand it anymore, so I decided to pay. Bear in mind, again, Portugal; tuition for a PhD is a lot of money here.
And also forty-something: http://ask.metafilter.com/268248/Advice-to-your-forty-year-o...
I think that the big mistake I made when I really was 30 was to retreat too quickly toward comfort.
*I say man because I think it will be hard for safety reasons for women to just pick up and live anywhere. They tend to get harassed a little more frequently.