I went straight to work. The 3 years when my mates all went to Uni were tough mentally - all they seemed to do was drink & have fun (on weekdays), whilst I did have other friends, but my social life was tame compared to theirs.
Now though, I've got a really good job, really good prospects (basically could be really rich in about 2 years), whilst they've got no money, no jobs, massive debt, etc, etc.
So, my advice is - if you do choose not to. Remember when you see pics, etc on FB about how much fun they're having, that you'll be much better off by giving it a miss.