1. Most people’s answers to questions like this tend towards “Here’s what I did, you should do it, too”
2. If you want to have a family in your 30s, you might feel a strong pull to optimize for money then. So optimize for learning and fun and risk in your 20s.
3. Working at (effective) larger organizations is nice training of best practices, process, communication, and professionalism
4. Working at a larger organization yields a big network that you can pull on for the rest of your career for interesting opportunities
5. Working at small startups is nice training for hustling, getting stuff done, and learning a lot by dint of doing a lot
6. Doing your own startup is #4, only moreso.
7. The best financial return is generally a pre-IPO that looks very likely to go public or reach liquidity soon. They tend to pay closer to market salaries and hand out equity relatively generously (ymmv)