If you are single and don't have children you can always leave CA for a few years, cut your expenses in half by living in a low COL area and come back if it doesn't work out.
Yup, that is a good point. I would definitely recommend anyone with the drive and interest in striking out on their own, do so in their early - mid 20's ... Move somewhere really cheap, and make it happen! You won't be able to do that (or it will be very difficult) once you find a partner because their career may be geographically restricted. Even more difficult if you have children.