I would recommend strongly doing both, but do not sacrifice your corporate learning curve by moonlighting inappropriately.
It is fundamentally important to understand the complex culture of the global business environment before (if not, while) you begin a venture of your own. You will avoid many pitfalls and accelerate your own business ventures by succeeding first in the bureaucracy of the corporate arena.
Also, when third party lenders and venture folks look at your entrepreneurial company as a target for their investments, your proven track record in the business world will influence greatly their decision to back you or not.
A successful corporate history bodes well. Good luck with your decision!
Have a question or comment? To "Ask Cathy" fill out the form below or e-mail her.