Is An IRA Worth It?
Yes, you should open an IRA. You'll save tens of thousands of dollars in taxes and those tax savings are the difference between retiring comfortably and retiring filthy rich.
When Should You Open An IRA?
If you don't have a 401k with an employee matching program than you should open an IRA today. If you do have a 401k with a matching program then get the full match from your employer and then open an IRA.
An even better option is to contribute the yearly maximum amount allowed by law, currently $19,000, to your 401k and then open a Roth IRA. This way you maximize your pre-tax retirement contribution and then get the additional tax benefit of a Roth IRA.
My advice on opening an IRA is a bit generic, but for the 95% of us that are still saving for retirement, it's the best advice you're going to find. I do have one last bit of 401k advice to help you reach retirement a little richer.
If you have a 401k and can't make the full $19,000 contribution this year, and honestly not many of us can, you can direct a portion of your 401k contributions to be deposited into a Roth 401k. That way you'll have more options in retirement and can withdraw from whichever account suits your needs best at the time.