If you can stand the risk you could go the consulting route and get lots of experience in different companies.
I started out in large financial firms and found it was a good place to grow - there was an infrastructure, policies and procedures already in place and a team environment. I could concentrate on learning SQL Server and the particular business lines that I supported. Yes, there were department politics to deal with and a lot of paperwork, but it was a good mix of interesting work. Unfortunately my group's responsibility became smaller and smaller as the firm outsourced more and more of the IT department and projects. It was depressing to be one of the last people sitting in an empty room trying to explain to our LOB heads why we couldn't just fix their report for them (even though it would only take 10 minutes) and that they would have to submit a service request to the help desk located across the globe which would then get prioritized and routed and questioned and most likely turned down.
Now that I'm at a more mature place with my career, I love being in my small firm. I have a lot of responsibility and influence. I also get to work with a lot different technologies, from the whole MS SQL BI stack to updating our blog site. I do miss having a team to bounce ideas off of, but that's why I read a lot of SQL sites. There is also more pressure - if something goes bad, it's on me to fix. I also get to work closely with clients and get to see the impact that my work has.