With your companies 401k or equivalent. Just put whatever percentage you want into a low cost, broad index fund. The most important part is to make this allocation before your paycheck gets cut (i.e. you never see the money).
When you change jobs, always move the 401k into an IRA and put the money into low cost ETFs.
The other way around it is to open an individual 401k if you have any self-employment income, but that involves a bit more paperwork than an IRA.
Also important to add, if you invest with 401k/IRA money, if you don't want to pay a lot of taxes or early withdrawal fees, you won't "see" the money until you retire.