Agreeing with all posts to date.
Note that you can invest your earnings up to $6,000 into an IRA ($7000 if over 50, I think). If your health insurance has an HSA option, usually that offers up to $3,000 opportunity to invest with tax advantages, I think.
Also note if you have a side business, and your W-2 job doesn't have an IRA, you can have a solo 401k for income earned in the side business (I think that's what bacci meant).