PhD student (albeit in absentia), work at a University as a teacher, parallel to work part time at the firm. What can I say... If you have the resources — time and, strangely enough, money as well as sensible scientific supervisor not lower than doctor of technical/physical-mathematical Sciences and discernably interesting topic — worth a try. And of course, no family/children are in the context of this problem is rather a minus than a plus. Work programmer the time to go always, if, immediately after University is not to go into science — the chances are reduced, and significantly. Well-known scientists, reached something in 50-60 years there is more confirmation of this rule.
This is all of course if to speak in General terms. Really can turn out differently, I here, for example, after the first year was a financial issue, and I'm not very happy that I have hanging on the backs of all this (do not forget the cost of training in graduate school is rather big, and even in the case of public procurement it lurks, as in the case of failed/expelled — all must return)... Exams suck, but to make the publication, complete and submit all necessary papers and reports, to write the dissertations in the end — much more difficult. For example, I do not have "friends" and coordinates lungs detours, doubly difficult.