The answer to this question is a matter of preference — and your risk tolerance. Some people are more comfortable putting their money in a low-interest savings account where it's safe, but others would rather take risks to potentially land a bigger reward.
The key with this approach is to do your due diligence. You'll likely want to research different types of investments and even individual stocks if you decide to go that route. You may find an employer-based retirement plan more appealing because it requires less maintenance. Or you might prefer having more choice and control by opening a brokerage account where you can select the investments.
In the end, investing comes down to your personal financial goals. Whatever you decide is best for you, considering these investing basics first may help. If you need more information before you get started, consider meeting with a financial representative.