I was in the same situation as you about 2 months ago and I decided to take the plunge and work on my own start-up.

While I know that work experience and the network from working someplace awesome would help me, I had the idea, the passion, and a basic prototype so I decided to just do it. I could always go join a start-up later, and I don't have any debt or obligations so I can live super-cheap. Even if I fail I will have a cool piece of software to show for it that I can use to help me get a job later.

Good luck with whatever you decide! Shoot me an email if you want to talk.